sparsegl
Software:1351499
swMATH43028CRANsparseglMaRDI QIDQ1351499
Sparse Group Lasso
Aaron Cohen, Daniel J. McDonald, Anibal Solón Heinsfeld, Xiaoxuan Liang
Last update: 25 September 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.1, 0.3.0, 0.4.0, 0.5.0, 1.0.0, 1.0.2
Source code repository: https://github.com/cran/sparsegl
Efficient implementation of sparse group lasso with optional bound constraints on the coefficients. It supports the use of a sparse design matrix as well as returning coefficient estimates in a sparse matrix. Furthermore, it correctly calculates the degrees of freedom to allow for information criteria rather than cross-validation with very large data. Finally, the interface to compiled code avoids unnecessary copies and allows for the use of long integers.
Related Items (1)
This page was built for software: sparsegl