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Introducing Generalized PathSeeker

This guide provides a brief introduction to GPS as well as a guide insight for model interpretation.

GPS or Generalized PathSeeker is a highly specialized and flexible regression (and logistic regression) procedure developed by Jerome Friedman (the co-creator of CART and the developer and inventor of MARS and TreeNet, among several other major contributions to data mining and machine learning). GPS is a "regularized regression" procedure meaning that it is designed to handle modeling challenges that are difficult or impossible for everyday regression.

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