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Implements stacked elastic net regression (Rauschenberger 2021 <doi:10.1093/bioinformatics/btaa535>). The elastic net generalises ridge and lasso regularisation (Zou 2005 <doi:10.1111/j.1467-9868.2005.00503.x>). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>).
Package details |
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Author | Armin Rauschenberger [aut, cre] (ORCID: <https://orcid.org/0000-0001-6498-4801>) |
Maintainer | Armin Rauschenberger <armin.rauschenberger@uni.lu> |
License | GPL-3 |
Version | 1.0.0 |
URL | https://github.com/rauschenberger/starnet/ https://rauschenberger.github.io/starnet/ |
Package repository | View on CRAN |
Installation |
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