joinet (Q122980)
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Penalised Multivariate Regression ('Multi-Target Learning')
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | joinet |
Penalised Multivariate Regression ('Multi-Target Learning') |
Statements
27 September 2024
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Implements penalised multivariate regression (i.e., for multiple outcomes and many features) by stacked generalisation (<doi:10.1093/bioinformatics/btab576>). For positively correlated outcomes, a single multivariate regression is typically more predictive than multiple univariate regressions. Includes functions for model fitting, extracting coefficients, outcome prediction, and performance measurement. For optional comparisons, install 'remMap' from GitHub (<https://github.com/cran/remMap>).
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