Merge pull request #18 from MatthewSZhang/main

DOC explain `tol`

Author: MatthewSZhang

examples/plot_redundancy.py

@@ -159,6 +159,7 @@ def get_n_missed(
 N_REPEATED = 10
 
 selector_dict = {
+    # Smaller `tol` makes fastcan more sensitive to redundancy
     "fastcan": FastCan(N_SELECTED, tol=1e-7, verbose=0),
     "skb_reg": SelectKBest(f_regression, k=N_SELECTED),
     "skb_mir": SelectKBest(mutual_info_regression, k=N_SELECTED),