Description: Implements stacked elastic net regression (Rauschenberger 2020, <doi:10.1093/bioinformatics/btaa535>). The elastic net generalises ridge and lasso regularisation (Zou 2005, <doi:10.1111/j.1467-9868.2005.00503.x>). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>).
Description: Implements stacked elastic net regression (Rauschenberger 2020, <doi:10.1093/bioinformatics/btaa535>). The elastic net generalises ridge and lasso regularisation (Zou 2005, <doi:10.1111/j.1467-9868.2005.00503.x>). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>).
<p>A Rauschenberger, E Glaab, MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. <em>Bioinformatics</em>, btaa535. <ahref="https://doi.org/10.1093/bioinformatics/btaa535">doi: 10.1093/bioinformatics/btaa535</a>.</p>
<p>A Rauschenberger, E Glaab, MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. <em>Bioinformatics</em>, btaa535. <ahref="https://doi.org/10.1093/bioinformatics/btaa535">doi: 10.1093/bioinformatics/btaa535</a>.</p>
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