A helper function that finds which basis functions to keep (and equivalently which to discard) based on the proportion of 1's (observations, i.e., "mass") included in a given basis function.
make_reduced_basis_map(x_basis, reduce_basis_crit)
A matrix of basis functions with all redundant basis functions already removed.
A scalar numeric
value bounded in the open
interval (0,1) indicating the minimum proportion of 1's in a basis function
column needed for the basis function to be included in the procedure to fit
the Lasso. Any basis functions with a lower proportion of 1's than the
specified cutoff will be removed. This argument defaults to NULL
, in
which case all basis functions are used in the lasso-fitting stage of the
HAL algorithm.
A binary numeric
vector indicating which columns of the
matrix of basis functions to keep (given a one) and which to discard (given
a zero).