Description
Stacked Elastic Net.
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>).
README.md
Scope
Stacked Elastic Net Regression (extending glmnet).
Installation
Install the current release from CRAN:
install.packages("starnet")
or the latest development version from GitHub:
#install.packages("devtools")
devtools::install_github("rauschenberger/starnet")
Reference
A Rauschenberger, E Glaab, MA van de Wiel (2020). “Predictive and interpretable models via the stacked elastic net”. Bioinformatics, btaa535. doi: 10.1093/bioinformatics/btaa535.