EnsemblePenReg: Extensible Classes and Methods for Penalized-Regression-Based Integration of Base Learners

Extending the base classes and methods of EnsembleBase package for Penalized-Regression-based (Ridge and Lasso) integration of base learners. Default implementation uses cross-validation error to choose the optimal lambda (shrinkage parameter) for the final predictor. The package takes advantage of the file method provided in EnsembleBase package for writing estimation objects to disk in order to circumvent RAM bottleneck. Special save and load methods are provided to allow estimation objects to be saved to permanent files on disk, and to be loaded again into temporary files in a later R session. Users and developers can extend the package by extending the generic methods and classes provided in EnsembleBase package as well as this package.

Getting started

Package details

AuthorMansour T.A. Sharabiani, Alireza S. Mahani
MaintainerAlireza S. Mahani <alireza.s.mahani@gmail.com>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the EnsemblePenReg package in your browser

Any scripts or data that you put into this service are public.

EnsemblePenReg documentation built on May 2, 2019, 7:29 a.m.