A greedy regression algorithm with coarse weights offers novel advantages
Abstract Regularized regression analysis is a mature analytic approach to identify weighted sums of variables predicting outcomes. We present a novel Coarse Approximation Linear Function (CALF) to frugally select important predictors and build simple but powerful predictive models. CALF is a linear...
Main Authors: | , , , , , , |
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Format: | Article |
Language: | English |
Published: |
Nature Portfolio
2022-03-01
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Series: | Scientific Reports |
Online Access: | https://doi.org/10.1038/s41598-022-09415-2 |