This is an implementation of the partial profile score feature selection (PPSFS) approach to generalized linear (interaction) models. The PPSFS is highly scalable even for ultra-high-dimensional feature space. See the paper by Xu, Luo and Chen (2022, tools:::Rd_expr_doi("10.4310/21-SII706")).
Maintainer: Zengchao Xu zengc.xu@aliyun.com
Authors:
Shan Luo
Zehua Chen
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