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customizedTraining: Customized Training for Lasso and Elastic-Net Regularized Generalized Linear Models

Customized training is a simple technique for transductive learning, when the test covariates are known at the time of training. The method identifies a subset of the training set to serve as the training set for each of a few identified subsets in the training set. This package implements customized training for the glmnet() and cv.glmnet() functions.

customizedTraining.pdf