starnet

Implements stacked elastic net regression (Rauschenberger 2020, doi:10.1093/bioinformatics/btaa535). The elastic net generalises ridge and lasso regularisation (Zou 2005, doi:10.1111/j.1467-9868.2005.00503.x). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 doi:10.1016/S0893-6080(05)80023-1).