ensembleEN (1.1.2)

0 users

Ensembling Regularized Linear Models.

http://cran.r-project.org/web/packages/ensembleEN

Functions for computing the ensembles of regularized linear regression estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2017) . The procedure works on top of a given penalized linear regression estimator, the Elastic Net in this implementation, by fitting it to possibly overlapping subsets of features, while at the same time encouraging diversity among the subsets, to reduce the correlations between the predictions that result from each fitted model. The predictions from the models are then aggregated.

Maintainer: Ezequiel Smucler
Author(s): Anthony Christidis <anthony.christidis@stat.ubc.ca>, Ezequiel Smucler <ezequiels.90@gmail.com>, Ruben Zamar <ruben@stat.ubc.ca>

License: GPL (>= 2)

Uses: Rcpp, glmnet, MASS, testthat

Released almost 2 years ago.


1 previous version

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of ensembleEN yet. Want to be the first? Write one now.


Related packages:(20 best matches, based on common tags.)


Search for ensembleEN on google, google scholar, r-help, r-devel.

Visit ensembleEN on R Graphical Manual.