[R] Selection and prediction with multi-view / multi-source / multi-modal data: Stacked Penalized Logistic Regression (StaPLR)

Web: https://www.reddit.com/r/MachineLearning/comments/vf6kxj/r_selection_and_prediction_with_multiview/

We present StaPLR (Stacked Penalized Logistic Regression) for multi-view data. StaPLR outperforms group lasso in view selection. It can make use of faster algorithms and is easily parallelized. The importance of non-negativity constraints in multi-view stacking is demonstrated.

Van Loon, W., Fokkema, M., Szabo, B., & de Rooij, M. (2020). Stacked penalized logistic regression for selecting views in multi-view learning. *Information Fusion*, *61*, 113-123. [https://doi.org/10.1016/j.inffus.2020.03.007](https://doi.org/10.1016/j.inffus.2020.03.007) [https://arxiv.org/abs/1811.02316](https://arxiv.org/abs/1811.02316)

R implementation: [https://gitlab.com/wsvanloon/multiview](https://gitlab.com/wsvanloon/multiview)

Generalization to three-level view structures and application to neuro-imaging (MRI) data: …

data logistic regression machinelearning prediction regression