SplitGLM (Q88206)
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Split Generalized Linear Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | SplitGLM |
Split Generalized Linear Models |
Statements
expanded from: GPL (≥ 2) (English)
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30 March 2025
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Functions to compute split generalized linear models. The approach fits generalized linear models that split the covariates into groups. The optimal split of the variables into groups and the regularized estimation of the coefficients are performed by minimizing an objective function that encourages sparsity within each group and diversity among them. Example applications can be found in Christidis et al. (2021) <doi:10.48550/arXiv.2102.08591>.
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