sparsenet (Q30963): Difference between revisions
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Created claim: source code repository (P339): https://github.com/cran/sparsenet, #quickstatements; #temporary_batch_1711027662947 |
Swh import (talk | contribs) SWHID from Software Heritage |
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| Property / Software Heritage ID: swh:1:snp:b8a08008f0a65cb82b8d5aad6d0dd9e41da49daf / rank | |||||||||||||||
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| Property / Software Heritage ID: swh:1:snp:b8a08008f0a65cb82b8d5aad6d0dd9e41da49daf / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:b8a08008f0a65cb82b8d5aad6d0dd9e41da49daf / qualifier | |||||||||||||||
point in time: 15 February 2024
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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
5 February 2024
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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.
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