oscar-package {oscar} | R Documentation |
oscar: Optimal Subset Cardinality Regression
Description
OSCAR models utilize the L0-pseudonorm to select an optimal subset of features that generalizes linear regression models to a variety of families. Currently supported models include conventional Gaussian regression (family="mse" or family="gaussian"), Binomial/Logistic regression (family="logistic"), and Cox proportional hazards modeling (family="cox").
References
Halkola AS, Joki K, Mirtti T, Mäkelä MM, Aittokallio T, Laajala TD (2023) OSCAR: Optimal subset cardinality regression using the L0-pseudonorm with applications to prognostic modelling of prostate cancer. PLoS Comput Biol 19(3): e1010333. doi:10.1371/journal.pcbi.1010333
[Package oscar version 1.2.1 Index]