regularized

  1. R

    Averaging LASSO coefficients for repeated random partitioning of data

    Is it reasonable to average LASSO coefficients from repeated reshuffling of training/test sets? Suppose I randomly divide my data into testing & training sets, then within the training set use 10-fold cross-validation to choose an optimal λ, then refit on full training data and record the...
  2. C

    Regularized Canonical Correlation Analysis

    Hi, I have a question about sample size and regularized canonical correlation analysis. Is a sample size of 15 unreasonable to use in a regularized canonical correlation analysis? If one has lots and lots of potential explanatory variables (multicollinearity expected) and multiple response...