BranchGLM (Q72168)
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Efficient Best Subset Selection for GLMs via Branch and Bound Algorithms
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BranchGLM |
Efficient Best Subset Selection for GLMs via Branch and Bound Algorithms |
Statements
28 January 2024
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Performs efficient and scalable glm best subset selection using a novel implementation of a branch and bound algorithm.To speed up the model fitting process, a range of optimizationmethods are implemented in 'RcppArmadillo'. Parallel computation is available using 'OpenMP'.
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