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NIEHS / PrestoGP

Penalized Regression on Spatiotemporal Outcomes using Gaussian Processes a.k.a. PrestoGP
https://niehs.github.io/PrestoGP/
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estimate_betas should allow alternative penalties #29

Open ericbair-sciome opened 7 months ago

ericbair-sciome commented 7 months ago

Currently estimate_betas uses an L1 lasso penalty based on glmnet. We should allow alternative penalties such as ridge regression or SCAD.

kyle-messier commented 7 months ago

combine with issue #24 @ericbair-sciome @sciome-bot

ericbair-sciome commented 7 months ago

Issue 24 is slightly different because we want to investigate it and possibly make the relaxed lasso the default if it outperforms the regular lasso. For this issue, we just want to give users the option, and that doesn't require any experimentation.

kyle-messier commented 7 months ago

ok, I moved #24 up the backlog then.

kyle-messier commented 7 months ago

@ericbair-sciome @sciome-bot @sigmafelix

You can link an issue with hash-tag-followed-by-the-number. Kind of like using @ to tag a person. e.g. #24