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The type of criterion for choosing the support size if `cv=1`.
The full name of each option:
- 'aic': Akaike information criterion
- 'bic': Bayesian information criterion
- 'gic': Generalized information criterion. It refers to "special information criterion" in Zhu, Junxian, et al. "A polynomial algorithm for best-subset selection problem." Proceedings of the National Academy of Sciences (2020).
- 'ebic': Extended Bayesian information criterion
- 'loss': Loss value
ic_coef : float, optional, default=1.0
Constant that controls the regularization strength