coef.cv.ensembleEN

object

Indices indicating values of lambda_S at which to extract coefficients. Defaults to the optimal value.

index

Additional arguments for compatibility

Extract coefficients from a cv.ensembleEN object.

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.

coef.cv.ensembleEN: Extract coefficients from a cv.ensembleEN object.

Description

Usage

Arguments

Value

See Also