Emil O W Kirkegaard on Twitter: "Looking for a LASSO algorithm for model selection that can also approximate simple nonlinear functions? Maybe try GAMSEL, which identifies predictors as zero, linear or nonlinear subject to the usual penalty constraint. https://t.co/Ns3SEe7z3q #rstats #MachineLearning… https://t.co/0UB5mPmofk"

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‏ @KirkegaardEmil

Looking for a LASSO algorithm for model selection that can also approximate simple nonlinear functions? Maybe try GAMSEL, which identifies predictors as zero, linear or nonlinear subject to the usual penalty constraint. https://arxiv.org/abs/1506.03850 #rstats #MachineLearningpic.twitter.com/Itdnsga8SA

5:03 PM - 21 Feb 2018

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