Description: Lasso变量选择方法创始人的经典代码，内含多个源代码，每个可单独运行-Lasso variable selection method, founder of the classical code, containing more than one source code can be run separately for each Platform: |
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Author:jieyi jiang |
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Description: Abstract There a number of interesting variable selection methods available beside the regular forward selection and stepwise selection methods. Such approaches include LASSO (Least Absolute Shrinkage and Selection Operator), least angle regression (LARS) and elastic net (LARS-EN) regression. There also exists a method for calculating principal components with sparse loadings. This software package contains Matlab implementations of these functions. The standard implementations of these functions are available as add-on packages in S-Plus and R.
Keywords LASSO, LARS, SPCA, Matlab, Elastic Net, Sparse, Sparsity, Variable selection -Abstract There are a number of interesting variable selection methods available beside the regular forward selection and stepwise selection methods. Such approaches include LASSO (Least Absolute Shrinkage and Selection Operator), least angle regression (LARS) and elastic net (LARS-EN) regression. There also exists a method for calculating principal components with sparse loadings. This software package contains Matlab implementations of these functions. The standard implementations of these functions are available as add-on packages in S-Plus and R.
Keywords LASSO, LARS, SPCA, Matlab, Elastic Net, Sparse, Sparsity, Variable selection Platform: |
Size: 177152 |
Author:yangcan |
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Description: 针对数据挖掘中的lasso算法，可用于选择变量-Data driven algorithm for lasso based regression modelling which can be used for variable selection Platform: |
Size: 32768 |
Author:zchww |
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Description: 包括LARS的经典文章和实现代码（MATLAB）(Abstract There are a number of interesting variable selection methods available beside the regular forward selection and stepwise selection methods. Such approaches include lasso (Least Absolute Shrinkage and Selection Operator), least angle regression (LARS) and elastic net (LARS-EN) regression. There also exists a method for calculating principal components with sparse loadings. This software package contains Matlab implementations of these functions. The standard implementations of these functions are available as add-on packages in S-Plus and R. Keywords lasso, LARS, SPCA, Matlab, Elastic Net, Sparse, Sparsity, Variable selection) Platform: |
Size: 757760 |
Author:小博v
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