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Calculation of the most "representative" subset #18

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bquistorff opened this issue Jan 18, 2019 · 0 comments
Open

Calculation of the most "representative" subset #18

bquistorff opened this issue Jan 18, 2019 · 0 comments

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@bquistorff
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Can you pick a set of units that is the most representative? Naively, could use the esimated W matrix, but that's not quite right. You could rotate through drop a unit and see which one is the most important for MSE of Y_post. You could do a forward step-wise search path.
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