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fbertran
SelectBoost:A General Algorithm to Enhance the Performance of Variable Selection Methods in Correlated Datasets
An implementation of the selectboost algorithm (Bertrand et al. 2020, 'Bioinformatics', <doi:10.1093/bioinformatics/btaa855>), which is a general algorithm that improves the precision of any existing variable selection method. This algorithm is based on highly intensive simulations and takes into account the correlation structure of the data. It can either produce a confidence index for variable selection or it can be used in an experimental design planning perspective.
Maintained by Frederic Bertrand. Last updated 2 years ago.
confidencecorrelationcorrelation-structuremodellingprecisionrecallselection-algorithm
7 stars 5.61 score 13 scripts 1 dependents