xtune
Regularized Regression with Feature-Specific Penalties Integrating External Information
Extends standard penalized regression (Lasso, Ridge, and Elastic-net) to allow feature-specific shrinkage based on external information with the goal of achieving a better prediction accuracy and variable selection. Examples of external information include the grouping of predictors, prior knowledge of biological importance, external p-values, function annotations, etc. The choice of multiple tuning parameters is done using an Empirical Bayes approach. A majorization-minimization algorithm is employed for implementation.
- Version2.0.0
- R versionunknown
- LicenseMIT
- Needs compilation?No
- Last release06/18/2023
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Team
Jingxuan He
Chubing Zeng
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- Imports4 packages
- Suggests6 packages