Regularisation Path-Following Method for Discovering Interactions

Released: 2014

We designed a Regularisation-path algorithm that uses patterns of input variables (itemsets) as covariates to fit a Cox Proportional Hazards regression model. Full description of method and algorithm published in Oxford Journal's Bioinformatics (based on work by Park & Hastie (2006): L1 Regularization Path Algorithm for Generalized Linear Models).

The entire source code (in R) for this project, can be found on a public GitHub repository.

Authors: David duVerle, Koji Tsuda

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