Model | Ensemble characteristics | Output | Paradigm | R Package | |
---|---|---|---|---|---|
Tuning parameter | Model space construction | ||||
ENC | λ ENC | None | Influential variables | \(\left.\vphantom {\frac {\frac {\sum \limits ^{\frac {\sum \limits ^{2}_{3}} {1}}_{1}}{\sum \limits ^{2}_{3}}}{1_{3}^{4}}}\right \}\text {Frequentist}\ (l_{1}, l_{2}\ \text {penalties})\) | quadrupen, glmnet |
PS | λ MB | \(\left.\vphantom {\frac {\sum \limits ^{2}_{3}}{1_{1}^{\frac {1}{2}}}}\text {Subsampling}\right \}\) | Influential variables | ||
LS | λ ENC | Inclusion probabilities | |||
SS | Λ | Inclusion probabilities | |||
PR | λ MB | \(\left.\vphantom {\frac {\sum \limits ^{2}_{3}}{1_{1}^{\frac {1}{2}}}}\right \}\text {Resampling}\) | Influential variables | ||
LR | λ ENC | Inclusion probabilities | |||
SR | Λ | Inclusion probabilities | |||
BMA | E M S=1 | \(\left.\vphantom {\frac {\sum \limits ^{2}}{1_{3}}}\right \}\text {MCMC}\) | Inclusion probabilities | \(\left.\vphantom {\frac {\sum \limits ^{2}}{1_{3}}}\right \}\text {Bayesian (Spike \& slab prior)}\) | BoomSpikeSlab |
BMAC | E M S CV | Inclusion probabilities |