Showing 2 of total 2 results (show query)
dmolitor
bolasso:Model Consistent Lasso Estimation Through the Bootstrap
Implements the bolasso algorithm for consistent variable selection and estimation accuracy. Includes support for many parallel backends via the future package. For details see: Bach (2008), 'Bolasso: model consistent Lasso estimation through the bootstrap', <doi:10.48550/arXiv.0804.1302>.
Maintained by Daniel Molitor. Last updated 3 months ago.
bolassobootstraplassovariable-selection
77.9 match 4 stars 4.00 score 7 scripts
cran
FeaLect:Scores Features for Feature Selection
For each feature, a score is computed that can be useful for feature selection. Several random subsets are sampled from the input data and for each random subset, various linear models are fitted using lars method. A score is assigned to each feature based on the tendency of LASSO in including that feature in the models.Finally, the average score and the models are returned as the output. The features with relatively low scores are recommended to be ignored because they can lead to overfitting of the model to the training data. Moreover, for each random subset, the best set of features in terms of global error is returned. They are useful for applying Bolasso, the alternative feature selection method that recommends the intersection of features subsets.
Maintained by Habil Zare. Last updated 5 years ago.
0.5 match 2 stars 3.44 score 23 scripts