code class="docutils literal notranslate"><span class="pre">threshold</span></code>: Optimal CVaR threshold value (stored as <code class="docutils literal notranslate"><span class="pre">self.threshold_val</span></code>)</p></li>
<li><p><code class="docutils literal notranslate"><span class="pre">b</span></code>: Intercept term (only present if <cite>fit_intercept=True</cite>)</p></li>
</ul>
</p>
</dd>
<dt class="field-odd">Return type<span class="colon">:</span></dt>
<dd class="field-odd"><p>Dict[<a class="