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A regularization method for regression models that combines the penalties of lasso and of ridge regression.

7 votes
1 answer
2k views

How to select the final model with elastic net feature selection, cross validation and SVM?

I have a dataset of some 100 samples, each with >10,000 features, some of which highly correlated. Here's what I am doing currently. Split the data set into three folds. For each fold, 2.1 Run ela …
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