PUlasso
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Software:5978841
High-Dimensional Variable Selection with Presence-Only Data
Last update: 18 December 2023
Software version identifier: 1.2, 2.1, 2.2, 3.1.1, 3.1, 3.2.2, 3.2.3, 3.2.4, 3.2.5
Copyright license: GNU General Public License, version 2.0
Efficient algorithm for solving PU (Positive and Unlabeled) problem in low or high dimensional setting with lasso or group lasso penalty. The algorithm uses Maximization-Minorization and (block) coordinate descent. Sparse calculation and parallel computing are supported for the computational speed-up. See Hyebin Song, Garvesh Raskutti (2018) <arXiv:1711.08129>.
