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Published 20 hours ago • verified publisher icon airoldilab

Penalized MLE

Open dustinvtran opened this issue 9 years ago • 0 comments

How to handle feature selection, like glmnet? Should allow for something such as elastic net to do L1/L2 regularization.

  • [x] GLMs (explicit)
  • [x] GLMs (implicit)
  • [ ] Cox model (explicit)
  • [ ] Cox model (implicit)
  • [ ] GMMs (explicit)
  • [ ] GMMs (implicit)
  • [x] M-estimation (explicit)
  • [x] M-estimation (implicit)

dustinvtran avatar Apr 20 '15 16:04 dustinvtran