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PSGD: Projected Subset Gradient Descent
Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation.
Getting started
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Package details |
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| Author | Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut] |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 1.0.3 |
| Package repository | View on CRAN |
| Installation |
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