Stacked Elastic Net

Implements stacked elastic net regression (Rauschenberger 2021 ). The elastic net generalises ridge and lasso regularisation (Zou 2005 ). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 ).

Stacked Elastic Net Regression

Implements stacked elastic net regression (combining multiple mixing parameters rather than selecting one mixing parameter).

Installation

Install the current release from CRAN:

install.packages("starnet")

or the latest development version from GitHub:

#install.packages("remotes")
remotes::install_github("rauschenberger/starnet")

Reference

Armin Rauschenberger , Enrico Glaab , and Mark A. van de Wiel (2021). "Predictive and interpretable models via the stacked elastic net". Bioinformatics 37(14):2012-2016. doi: 10.1093/bioinformatics/btaa535.

Disclaimer

The R package starnet implements stacked elastic net regression (Rauschenberger et al., 2021).

Copyright © 2019 Armin Rauschenberger, University of Luxembourg, Luxembourg Centre for Systems Biomedicine (LCSB), Biomedical Data Science (BDS)

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/.