Is there any meta-approach for variable selection based of measures of similarity between each two variables?
Is there any meta-approach ( or mayby I should say universal approach which works with different measures ) for variable selection which is based on similarity matrix which every entry ...
I'm wondering if there exist methods similar to one used in random forest algorithm - I mean taking simultaneously bootstrap sample and random subset of features, then building statistisal model. Have ...
Maybe it's just that I'm tired, but I'm having trouble trying to understand the Forward Stagewise Regression algorithm. From "Elements of Statistical Learning" page 60: Forward-stagewise ...
Can anyone provide or point me to a freely available implemention of Elastic Net in C or C++?
I have a class assignment to implement a couple existing ways to extract feature vectors from a given set of texts, so they can be used to classify those texts using k-nearest neighbour algorithm. The ...
I have programmed a logistic regression using the IRLS algorithm. I would like to apply a LASSO penalization in order to automatically select the right features. At each iteration, the following is ...