search

Machine-Learning-Headquarters / mlhq.io

A group of tasks for completing my blog MLHQ.io
http://www.mlhq.io
0 stars 1 forks source link

Forward selection is bad #219

Open csawtelle opened 7 years ago

csawtelle commented 7 years ago

Stepwise, LARS , etc

http://www.lexjansen.com/pnwsug/2008/DavidCassell-StoppingStepwise.pdf

https://www.quora.com/What-is-Least-Angle-Regression-and-when-should-it-be-used

csawtelle commented 7 years ago

future me, this does have to do ith foward selection, look at the bottom of the page http://statweb.stanford.edu/~tibs/lasso/simple.html