gamsel
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Gamsel
Description
Using overlap grouped-lasso penalties, 'gamsel' selects whether a term in a 'gam' is nonzero, linear, or a non-linear spline (up to a specified max df per variable). It fits the entire regularization path on a grid of values for the overall penalty lambda, both for gaussian and binomial families. See <doi:10.48550/arXiv.1506.03850> for more details.
Cited in
(41)- SAM
- ProxLOG
- FUNFITS
- CLOVES
- Some theory for penalized spline generalized additive models
- Hierarchical sparse modeling: a choice of two group Lasso formulations
- Selection criteria for scatterplot smoothers
- Smoothing and mixed models
- Penalized wavelets: embedding wavelets into semiparametric regression
- Optimization problems for machine learning: a survey
- ScreenClean
- ROS regression: integrating regularization with optimal scaling regression
- assist
- glinternet
- GSA
- Simple incorporation of interactions into additive models
- Testing for cubic smoothing splines under dependent data
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs
- Generalized Additive Models for Pair-Copula Constructions
- Fixed Rank Kriging for Very Large Spatial Data Sets
- gamCopula
- glmgen
- brnn
- Degrees-of-freedom tests for smoothing splines
- Testing of multivariate spline growth model
- Saturating splines and feature selection
- Bayesian neural networks for selection of drug sensitive genes
- Semiparametric regression with R
- scientific article; zbMATH DE number 927327 (Why is no real title available?)
- Additive regression splines with total variation and non negative garrote penalties
- Smoothing Splines Approximation Using Hilbert Curve Basis Selection
- Spectrally Sparse Nonparametric Regression via Elastic Net Regularized Smoothers
- A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure
- To move or not to move to find a new job: spatial duration time model with dynamic covariate effects
- strcs
- Covariate Information Number for Feature Screening in Ultrahigh-Dimensional Supervised Problems
- sail
- XBART
- Penalized spline support vector classifiers computational issues
- A non-iterative optimization method for smoothness in penalized spline regression
- Nonparametric models and their estimation
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