Customized Training for Lasso and Elastic-Net Regularized Generalized Linear Models

Customized training is a simple technique for transductive learning, when the test covariates are known at the time of training. The method identifies a subset of the training set to serve as the training set for each of a few identified subsets in the training set. This package implements customized training for the glmnet() and cv.glmnet() functions.

customizedTraining

Customized Training for Lasso and Elastic-Net Regularized Generalized Linear Models

This R package includes functions for fitting customized training from Powers et al. (2015).