Timeline for Report coefficients in elastic net regression after cross validation
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 11, 2020 at 12:19 | answer | added | Daniel Kostic | timeline score: 1 | |
| May 23, 2019 at 19:03 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jan 20, 2019 at 17:01 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 1, 2018 at 21:47 | answer | added | Corel | timeline score: 3 | |
| Jun 16, 2017 at 11:18 | comment | added | pseudo | I think I've answered my own question from looking at additional posts: 1) I'm confusing cross-validation for model selection with bootstrapping for parameter estimation. There's no summarizing of coefficients over cross-validation folds. Rather, you use cross-validation to assess the error of a specific model form, but the coefficients in the final model are estimated using all the data. 2) Estimating confidence intervals for lasso coefficients is an open problem (still not sure if this is correct). 3) Naively bootstrapping lasso coefficients does not give valid confidence estimates. | |
| Jun 15, 2017 at 11:40 | history | asked | pseudo | CC BY-SA 3.0 |