Fast Penalized Regression and Cross Validation for Tall Data with the oem Package

29 Jan 2018 Jared D. Huling Peter Z. G. Qian

A large body of research has focused on theory and computation for variable selection techniques for high dimensional data. There has been substantially less work in the big tall data paradigm, where the number of variables may be large, but the number of observations is much larger... (read more)

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