On the use of cross-validation for the calibration of the adaptive lasso

Ballout, N; Etievant, L; Viallon, V

Viallon, V (通讯作者),WHO, Nutr & Metab Branch, Int Agcy Res Canc IARC, Lyon, France.

BIOMETRICAL JOURNAL, 2023; 65 (5):

Abstract

Cross-validation is the standard method for hyperparameter tuning, or calibration, of machine learning algorithms. The adaptive lasso is a popular cla......

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