February 23, 2012
Somtimes simple methods outperform complicated ones. Simply Statistics find that just using the top 10 predictors (a method they dub the ‘Leekasso’) can be better than the Lasso under certain conditions.

Somtimes simple methods outperform complicated ones. Simply Statistics find that just using the top 10 predictors (a method they dub the ‘Leekasso’) can be better than the Lasso under certain conditions.

(Source: simplystatistics)