Coefficient estimation and model prediction based on the LASSO sparse learning algorithm and its improved versions such as Bolasso, bootstrap ranking LASSO, two-stage hybrid LASSO and others. These LASSO estimation procedures are applied in the fields of variable selection, graphical modeling and ensemble learning. The bagging LASSO model uses a Monte Carlo cross-entropy algorithm to determine the best base-level models and improve predictive performance.
|Author||Pi Guo, Yuantao Hao|
|Date of publication||2015-11-17 14:40:37|
|Maintainer||Pi Guo <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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