Abstract: We interpret the Adjusted Plus/Minus (APM) model as a special case of a general penalized regression problem indexed by the parameter . We provide a fast technique for solving this problem for general values of . We then use cross-validation to select the parameter r and demonstrate that this choice yields substantially better prediction performance than APM.
The full paper can be found here
The conference poster can be found here
RESEARCH PAPER POSTER – NO PRESENTATION GIVEN