r-rare 0.1.1
Channel: guix-cran
Home page: https://github.com/yanxht/rare
Licenses: GPL 3
Synopsis: Linear Model with Tree-Based Lasso Regularization for Rare Features
Description:
Implementation of an alternating direction method of multipliers algorithm for fitting a linear model with tree-based lasso regularization, which is proposed in Algorithm 1 of Yan and Bien (2018) <arXiv:1803.06675>
. The package allows efficient model fitting on the entire 2-dimensional regularization path for large datasets. The complete set of functions also makes the entire process of tuning regularization parameters and visualizing results hassle-free.
Total results: 7