Not very commonly discussed, but great topic to be aware of. One particularly powerful use of this is in learning models with interaction terms: more powerful t

Not very commonly discussed, but great topic to be aware of. One particularly powerful use of this is in learning models with interaction terms: more powerful than a linear model but still interpretable, [1]. [1] R package https://cran.r-project.org/web/packages/glinternet/index.html https://cran.r-project.org/web/packages/glinternet/index.htm... (paper linked therein)