Posts Tagged ‘ leekasso ’

Prediction: the Lasso vs. just using the top 10 predictors

February 23, 2012
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Prediction: the Lasso vs. just using the top 10 predictors

One incredibly popular tool for the analysis of high-dimensional data is the lasso. The lasso is commonly used in cases when you have many more predictors than independent samples (the n « p) problem. It is also often used in the context of predictio...

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