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m1pred
2011 Aug 25
1
How to combine two learned regression models?
Hi All,
I have a set of features of size p and I would like to separate my feature space into two sets so that p = p1 + p2, p1 is a set of features and p2 is another set of features and I want to fit a glm model for each sets of features separately. Then I want to combine the results of two glm models with a parameter beta. For example, beta * F(p1) + (1-beta) * F(p2) where F(p1) is a learned