| 1 |
all subsets regression, maximizing the Bayesian information criterion (BIC) |
regsubsets |
nvmax=15, nbest=1, method=“forward”, really.big=T |
leaps |
| 2 |
stepwise regression, maximizing the BIC |
stepAIC |
− |
MASS |
| 3 |
stepwise regression, maximizing the Akaike information criterion (AIC) |
stepAIC |
− |
MASS |
| 4 |
Lasso regression |
cv.glmnet |
family=“gaussian”, nfolds=10, alpha = 1 |
glmnet |
| 5 |
multivariate adaptive regression splines (MARS) |
earth |
degree = 1, trace = 0, nk = 500 |
earth |
| 6 |
Random Forest |
randomForest |
− |
randomForest |
| 7 |
principal component regression (PCR) |
pcr |
ncomp = 5 (during prediction) |
pls |
| 8 |
Partial Least Squares (PLSR) |
plsr |
ncomp = 5 (during prediction) |
pls |
| 9 |
Support Vector Machine w/ L1 loss function (SMV+L1) |
tune |
method=svm, ranges = list(epsilon=seq(0,1,0.025), cost=2^(2:8)), kernel=“radial” |
e1071 |