projpred: Projection predictive feature selection11 months ago
Introduction | Data | Reference model | Variable selection | Preliminary cv_varsel() run | Final cv_varsel() run | Predictive performance plot from final cv_varsel() run | Decision for final submodel size | Predictive performance table from final cv_varsel() run | Predictor ranking(s) from final cv_varsel() run and identification of the selected submodel | Post-selection inference | Marginals of the projected posterior | Predictions | Supported types of models | Troubleshooting | Non-convergence of predictive performance | Overfitting | Issues with the traditional projection | Issues with the augmented-data projection | Speed | References