• Corpus ID: 220363373

Transfer learning of regression models from a sequence of datasets by penalized estimation.

@article{Wieringen2020TransferLO,
  title={Transfer learning of regression models from a sequence of datasets by penalized estimation.},
  author={Wessel N. van Wieringen and Harald Binder},
  journal={arXiv: Methodology},
  year={2020}
}
Transfer learning refers to the promising idea of initializing model fits based on pre-training on other data. We particularly consider regression modeling settings where parameter estimates from previous data can be used as anchoring points, yet may not be available for all parameters, thus covariance information cannot be reused. A procedure that updates through targeted penalized estimation, which shrinks the estimator towards a nonzero value, is presented. The parameter estimate from the… 
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Package ‘porridge’
  • Mathematics
  • 2022
Maintainer Wessel N. van Wieringen <w.vanwieringen@vumc.nl> Description The name of the package is derived from the French, 'pour' ridge, and provides functionality for ridge-type estimation of a

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