Displaying 2 results from an estimated 2 matches for "pathseek".
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pathsep
2006 Aug 14
1
lasso for variable selection
...probably best to stick with absolute values of
coefficients, instead of value of the penalty parameter for which the
coefficients changed to non-zero.
Friedman skipped a lot of details on his rule ensemble in that talk, due to
time constraint. In his implementation he was using his own algorithm,
PathSeeker, for which paper and software are available on his web page.
PathSeeker is a different generalization of LASSO than LAR.
HTH,
Andy
From: zubin
>
> Attended JSM last week and Friedman mentioned the use of
> LASSO for variable selection (he uses it for rules
> ensembles). I am an...
2005 May 31
3
lars / lasso with glm
We have been using Least Angle Regression (lars) to help identify
predictors in models where the outcome is continuous. To do so we have
been relying on the lars package. Theoretically, it should be possible
to use the lars procedure within a general linear model (glm) framework
- we are particular interested in a logistic regression model. Does
anyone have examples of using lars with logistic