penalty
to handle the correlation-based penalty (Tutz & Ulbricht, 2009).penalreg(lambda = NULL, ...)
penalty
. This is a list with elementsThe correlation-based penalty is a quadratic penalty. Consequently, in general it will not be able to select variables. For this reason there have
been introduced some advanced boosting techniques, such as GBlockBoost or ForwardBoost. See GBlockBoost
and ForwardBoost
for further details.
Ulbricht, J. & G. Tutz (2008) Boosting correlation based penalization in generalized linear models. In Shalabh & C. Heumann (Eds.) Recent Advances in Linear Models and Related Areas. Heidelberg: Springer.
penalty
, ridge
, lasso
, GBlockBoost
, ForwardBoost