Tian, Y. and Feng, Y. (2021). RaSE: Random Subspace Ensemble Classification. Journal of Machine Learning Research.
Tian, Y. and Feng, Y. (2021). RaSE: A variable screening framework via random subspace ensembles. Journal of the American Statistical Association.
Zhu, J. and Feng, Y. (2021). Super RaSE: Super Random Subspace Ensemble Classification. Journal of Risk and Financial Management.
R package. downloads downloads 10K 10K
Sure Independence Screening
Given a sample of class 0 and class 1 and a classification method, the package generates the corresponding Neyman-Pearson classifier with a pre-specified type-I error control and Neyman-Pearson Receiver Operating Characteristic (NP-ROC) Bands.
R package. downloads downloads 32K 32K Relevant paper. I’ve also made a YouTube video as follows.
Provides an efficient procedure for fitting the entire solution path for high-dimensional regularized quadratic generalized linear models with interactions effects under the strong or weak heredity constraint.
R package. downloads downloads 36K 36K Relevant paper.