sparsenet (Q30963): Difference between revisions

← Older edit

@@ Property / last update @@
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-Trevor Hastie
@@ Property / maintained by: Trevor Hastie / rank @@
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@@ Property / last update: 5 February 2024 / rank @@
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@@ Property / maintained by @@
+Trevor Hastie
@@ Property / maintained by: Trevor Hastie / rank @@
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@@ Property / description @@
+Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)<doi:10.1214/09-AOS729>. Implements the methodology described in Mazumder, Friedman and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.
+Normal rank
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+Rahul Mazumder
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+Trevor Hastie
@@ Property / author: Trevor Hastie / rank @@
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+Jerome H. Friedman
@@ Property / author: Jerome H. Friedman / rank @@
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@@ Property / copyright license @@
+GNU General Public License, version 2.0
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+Nearly unbiased variable selection under minimax concave penalty
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@@ Property / cites work @@
+SparseNet: Coordinate Descent With Nonconvex Penalties
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+MaRDI software profile
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@@ links / mardi / name / links / mardi / name @@
+Software:30963

Latest revision as of 18:34, 21 March 2024

Fit Sparse Linear Regression Models via Nonconvex Optimization

Language	Label	Description	Also known as
English	sparsenet	Fit Sparse Linear Regression Models via Nonconvex Optimization

Statements

instance of

R package

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software version identifier

1.4

publication date

10 November 2019

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1.0

publication date

3 March 2012

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1.1

publication date

7 January 2013

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1.2

publication date

12 March 2014

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1.3

publication date

11 February 2019

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1.5

publication date

22 August 2023

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1.6

publication date

5 February 2024

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programmed in

R

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described by source

<i>SparseNet</i>: Coordinate Descent With Nonconvex Penalties

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last update

5 February 2024

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maintained by

Trevor Hastie

0 references

description

Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)<doi:10.1214/09-AOS729>. Implements the methodology described in Mazumder, Friedman and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.

0 references

0 references

0 references

0 references

GNU General Public License, version 2.0

0 references

depends on software