PSGD
Projected Subset Gradient Descent
Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation.
- Version1.0.3
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release04/24/2023
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Team
Anthony Christidis
Stefan Van Aelst
Show author detailsRolesAuthorRuben Zamar
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