model_selection_many_to_few: model_selection_many_to_few

In LewisLabUCSD/RegressionModelPipeline: Pipeline for feature selection, interaction assessment, regression modeling and prediction assessment for 1-1000s of features

Description

runs regularization then model selection to reduce many variables to a small robust model TODO: Austin and Ben w/ vis_reg

Usage

model_selection_many_to_few(...)

Arguments

...,	see model_select parameters

Value

a list containing: univariate models, the final selected model, and crossvalidation stats.

LewisLabUCSD/RegressionModelPipeline documentation built on Jan. 11, 2021, 10:33 p.m.