ensembleEN: Ensembling Regularized Linear Models

Functions for computing the ensembles of regularized linear regression estimators defined in Christidis, Lakshmanan, Smucler and Zamar (2017) <arXiv:1712.03561>. The procedure works on top of a given penalized linear regression estimator, the Elastic Net in this implementation, by fitting it to possibly overlapping subsets of features, while at the same time encouraging diversity among the subsets, to reduce the correlations between the predictions that result from each fitted model. The predictions from the models are then aggregated.

Version: 1.1.1
Imports: Rcpp (≥ 0.12.12)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, glmnet, MASS
Published: 2018-01-04
Author: Anthony Christidis, Ezequiel Smucler, Ruben Zamar
Maintainer: Ezequiel Smucler <ezequiels.90 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
CRAN checks: ensembleEN results

Downloads:

Reference manual: ensembleEN.pdf
Package source: ensembleEN_1.1.1.tar.gz
Windows binaries: r-devel: ensembleEN_1.1.1.zip, r-release: ensembleEN_1.1.1.zip, r-oldrel: ensembleEN_1.1.1.zip
OS X El Capitan binaries: r-release: ensembleEN_1.1.1.tgz
OS X Mavericks binaries: r-oldrel: ensembleEN_1.1.1.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ensembleEN to link to this page.