Transfer Learning under Regularized Generalized Linear Models
Calculate asymptotic confidence intervals based on desparsified Lasso ...
Fit a transfer learning generalized linear model (GLM) with elasticnet...
Generate data from Gaussian, logistic and Poisson models.
Visualize the losses of different sources and the threshold to determi...
Predict for new data from a "glmtrans" object.
Print a fitted "glmtrans" object.
Transferable source detection for GLM transfer learning algorithm.
We provide an efficient implementation for two-step multi-source transfer learning algorithms in high-dimensional generalized linear models (GLMs). The elastic-net penalized GLM with three popular families, including linear, logistic and Poisson regression models, can be fitted. To avoid negative transfer, a transferable source detection algorithm is proposed. We also provides visualization for the transferable source detection results. The details of methods can be found in "Tian, Y., & Feng, Y. (2023). Transfer learning under high-dimensional generalized linear models. Journal of the American Statistical Association, 118(544), 2684-2697.".