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Which models to include? #2

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TimTaylor opened this issue Aug 4, 2020 · 6 comments
Open

Which models to include? #2

TimTaylor opened this issue Aug 4, 2020 · 6 comments
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@TimTaylor
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TimTaylor commented Aug 4, 2020 •
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Currently lm, glm, MASS::glm.nb, brms::brm
@dirkschumacher
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It would be interesting to use tree based models. Ideally something like xgboost. We need to find out if there exist proper prediction intervals.

@dirkschumacher
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In addition I would suggest glmnet. Anything that can do regularized regression

@TimTaylor
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Sounds good. Not used glmnet but it looks like we will probably need glmnetutils for a the formula interface.

@dirkschumacher
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Oh yeah, that is probably necessary, as they have a pure matrix based interface

@TimTaylor
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Also, not that it's a problem, I don't think we could add confidence/prediction intervals for glmnet.

@dirkschumacher
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Yeah, of course we need to research proper prediction intervals for regularized regression.

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@dirkschumacher @TimTaylor