Simple Go library for model selection. GoSelect implements the following selection algorithms
- Branch and Bound using the modified Afaike's Information Criterion (AICC) as cost function
- Simmulated Annealing using AICC as the cost function
- LASSO (both LARS and coordinate descent)
Many of the command line tools implemented in GoSelect reads data from a comma separated text files. It is assumed that the file has a header that includes a name for each feature. An example of a valid CSV file is shown below
# Age, Height, Weight
20, 184, 80
40, 192, 92
60, 188, 88
The following command line tools are available in GoSelect
- goselect-bnb performs model selection using a branch and bound method
- goselect-cohenlasso calculates Cohen's kappa using the lasso method (for the model by minimising AICC)
- goselect-lasso runs the LASSO alggorithms
- goselect-mem memory estimate for the queue used in branch and bound method
- goselect-nestelasso runs nested lasso (e.g. sequential LASSO by exlcluding the least relevant features after each run)
- goselect-plotlasso plots results from LASSO runs
- goselect-sa runs model selection using simmulated annealing ny minimizing AICC
A detailed information of the arguments to each CLI tool can be found by running
goselect-bnb -h