hal9001: Scalable highly adaptive lasso regression in R.
Nima S. HejaziJeremy R. CoyleMark J. van der LaanPublished in: J. Open Source Softw. (2020)
Keyphrases
- linear regression
- model selection
- ridge regression
- regression coefficients
- feature selection
- case study
- lightweight
- regression model
- cross validation
- real time
- regression problems
- web scale
- gaussian processes
- generalized linear models
- regression algorithm
- regression methods
- data sets
- highly scalable
- reproducing kernel hilbert space
- regression method
- memory efficient
- variable selection
- scalable video
- multi task
- convex optimization
- support vector