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JuliaAI
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MLJLinearModels.jl
Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
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Fwd / Backward selection + regression metrics
#35
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tlienart
opened
4 years ago
tlienart
commented
4 years ago
All regressions have residuals, there could be metrics on the residuals. In most cases it would make more sense to just implement them in MLJBase and use them here
FWD/BWD selection procedure is a bit dumb and expensive but people use it I guess.