GitHub / steve303 / stat542code2-RegularizationMethods
Objectives: 1) Implement coordinate descent algorithm for lasso penalization using R, 2) Document performance differences between lasso and ridge penalization when performing regression on a reference data set versus reference data with added spurious predictors
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PURL: pkg:github/steve303/stat542code2-RegularizationMethods
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Size: 5.65 MB
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Created at: almost 4 years ago
Updated at: over 3 years ago
Pushed at: over 3 years ago
Last synced at: about 2 years ago
Topics: lasso, pcr, r, regularization-methods, ridge