An iterative feature selection method that internally utilizes varius Machine Learning methods that have embeded feature reduction in order to shrink down the feature space into a small and yet robust set.
GNU General Public License v3.0
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Helper function to identify the "optimum" lambda and alpha in glmnet #11
One of the questions that I have been asked is that which are the "optimum" values for alpha and lambda before and after using SIVS. I believe it would be nice to have a helper function to perform a grid search and allow the user to decide the alpha and lambda in case they are not that interested in lambda.min&alpha=1.
I remember that Teemu Daniel Laajala have used this type of grid search in one of his writeups in a DREAM Challenge. the following is the screenshot of his plot from that writeup which I copied here in case Synapse.org somehow dies ¯\_ (ツ)_/¯.
One of the questions that I have been asked is that which are the "optimum" values for alpha and lambda before and after using SIVS. I believe it would be nice to have a helper function to perform a grid search and allow the user to decide the alpha and lambda in case they are not that interested in
lambda.min&alpha=1.I remember that Teemu Daniel Laajala have used this type of grid search in one of his writeups in a DREAM Challenge. the following is the screenshot of his plot from that writeup which I copied here in case Synapse.org somehow dies
¯\_ (ツ)_/¯.