[pymvpa] New Elastic Net classifier

[Yaroslav Halchenko]

BTW -- I would like to encourage people insert such useful references
directly into our bib/pymvpa.bib in the repository.

I've done that for the
http://www.ncbi.nlm.nih.gov/pubmed/18793733
paper

will add original papers as well in a sec

On Tue, 03 Feb 2009, Per B. Sederberg wrote:

> Hi Folks:

> I just wanted to let you know that I just added in a new
> regression-based classifier to PyMVPA that I think is going to be very
> effective: the elastic net (ENET).  It's a variant on least angle
> regression (LARS), but it has both L1 and L2 priors so that it
> sparsifies the features AND keeps redundant features, which helps with
> both generalizability and with sensitivity analysis.

> As with LARS, I simply wrapped the R code written by the authors of
> this manuscript:

>     Zou and Hastie (2005) 'Regularization and Variable Selection via
>     the Elastic Net' Journal of the Royal Statistical Society, Series
>     B, 67, 301-320.
-- 
Yaroslav Halchenko
Research Assistant, Psychology Department, Rutgers-Newark
Student  Ph.D. @ CS Dept. NJIT
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