GitHub - RobColeman/bootstrapped_lasso: A Matlab implementation of the bootstrapped Lasso procedure to approximate the asymptotic coefficient's of an L1 normalized logistic regression model

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A Matlab implementation of the bootstrapped Lasso procedure to approximate the asymptotic coefficient's of an L1 normalized logistic regression model

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Name		Name	Last commit message	Last commit date
Latest commit History 2 Commits
README.txt		README.txt
README.txt~		README.txt~
fBootGaussLasso.m		fBootGaussLasso.m
fBootLogisticLasso.m		fBootLogisticLasso.m
fGenXvalBlockIndex.m		fGenXvalBlockIndex.m
fRunBoLassoClassifiers.m		fRunBoLassoClassifiers.m
fRunBoLassoClassifiers.m~		fRunBoLassoClassifiers.m~

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Wrappers for glmnet to perform the "Bootstrapped" lasso, "BoLasso" or "Ensamble Lasso" asymptotically valid feature selection.

Note: Requires glmnet toolbox for lasso