Timeline for Elastic net arbitrary alpha selection
Current License: CC BY-SA 3.0
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Jul 1, 2019 at 11:00 | 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. | |
Apr 10, 2019 at 9:47 | answer | added | Edgar | timeline score: 2 | |
Mar 27, 2018 at 7:32 | history | edited | Richard Hardy |
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Mar 26, 2018 at 23:43 | history | tweeted | twitter.com/StackStats/status/978417118164275200 | ||
Mar 26, 2018 at 22:51 | comment | added | Sycorax♦ | With such a small sample size, you'll probably find that basically all choices $\alpha$ have similar performance, and moreover are swamped by noise in the estimates. The who-cares-just-cross-validate attitude makes sense when you have enormous data volume (usually), but in this case, you'll probably make more headway with a fully Bayesian framework, wherein you bring as much information to bear on the problem via informative priors and hierarchical models. | |
Mar 26, 2018 at 22:46 | history | edited | Sycorax♦ | CC BY-SA 3.0 |
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Mar 26, 2018 at 22:36 | history | edited | Sycorax♦ | CC BY-SA 3.0 |
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Mar 26, 2018 at 22:36 | review | First posts | |||
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Mar 26, 2018 at 22:34 | history | asked | A Magen | CC BY-SA 3.0 |