Kfold

Set of Matlab scripts for efficiently implementing Leo Breiman's non-negative garotte. For estimation of the garotte constraint we use either k-fold cross validation or the little bootstrap. Platforms: Matlab

Generalized linear models (GLMs) are a natural extension of linear regression models in which eta = X*w is related to y by a fixed nonlinearity and a possibly non-Gaussian noise source. Standard linear regression, logistic regression and Poisson regression are all special types of GLMs.This... Platforms: Matlab