Description: Implements stacked elastic net regression. 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). 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, and MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. <em>Manuscript in preparation.</em></p>
<p>A Rauschenberger, E Glaab, and MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. <em>Manuscript in preparation.</em></p>
<metaproperty="og:description"content="Implements stacked elastic net regression. 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>).">
<metaproperty="og:description"content="Implements stacked elastic net regression (Rauschenberger 2020). 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>).">
<spanclass='no'>loss</span><spanclass='kw'><-</span><spanclass='fu'><ahref='cv.starnet.html'>cv.starnet</a></span>(<spanclass='kw'>y</span><spanclass='kw'>=</span><spanclass='no'>y</span>,<spanclass='kw'>X</span><spanclass='kw'>=</span><spanclass='no'>X</span>)</div><divclass='img'><imgsrc='starnet-package-1.png'alt=''width='700'height='433'/></div><divclass='input'># cross-validated loss for different alpha,