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Description

Stacked Elastic Net.

Implements stacked elastic net regression (Rauschenberger 2021 <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>).

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Stacked Elastic Net Regression

Implements stacked elastic net regression (combining multiple mixing parameters rather than selecting one mixing parameter).

Installation

Install the current release from CRAN:

install.packages("starnet")

or the latest development version from GitHub:

#install.packages("remotes")
remotes::install_github("rauschenberger/starnet")

Reference

Armin Rauschenberger AR, Enrico Glaab EG, and Mark A. van de Wiel MvdW (2021). "Predictive and interpretable models via the stacked elastic net". Bioinformatics 37(14):2012-2016. doi: 10.1093/bioinformatics/btaa535.

CRAN version CRAN RStudio mirror downloads Total CRAN downloads

Disclaimer

The R package starnet implements stacked elastic net regression (Rauschenberger et al., 2021).

Copyright © 2019 Armin Rauschenberger, University of Luxembourg, Luxembourg Centre for Systems Biomedicine (LCSB), Biomedical Data Science (BDS)

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/.

Metadata

Version

1.0.0

License

Unknown

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