kaneplusplus / ioregression

An R package for out-of-core regressions
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Are sequential strong and recursive safe filtering needed in lmnet? #26

Closed kaneplusplus closed 9 years ago

kaneplusplus commented 9 years ago

From this reference we can add additional filtering rules to remove inactive regressors for each point along the lambda path. This requires an additional pass through the data. I'm not sure how much we need it right now so I'm going to finish up regularization paths for lmnet and move on to the other nets.