search for: gpshelp

Hello, Has anybody tried to use Generalized Path Seeking algorithm introduced by Jerome H. Friedman and implemented using R? : http://www-stat.stanford.edu/~jhf/r-gps/GPShelp.html I have a problem using it and I hope that you could help me. I have tried to run the GPS model for penalized logistic Ridge and logistic Lasso regressions on my dataset, but it seems that I am doing something wrong, because I am getting not very good results. I think the problem is with the...