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Description
Group-Lasso INTERaction-NET. Fits linear pairwise-interaction models that satisfy strong hierarchy: if an interaction coefficient is estimated to be nonzero, then its two associated main effects also have nonzero estimated coefficients. Accommodates categorical variables (factors) with arbitrary numbers of levels, continuous variables, and combinations thereof. Implements the machinery described in the paper "Learning interactions via hierarchical group-lasso regularization" (JCGS 2015, Volume 24, Issue 3). Michael Lim & Trevor Hastie (2015) <doi:10.1080/10618600.2014.938812>.
Cited in
(45)- modnets
- ARfit
- BIVAS
- ProxLOG
- bestNormalize
- ANOVAapprox
- A note on coding and standardization of categorical variables in (sparse) group Lasso regression
- Hierarchical sparse modeling: a choice of two group Lasso formulations
- Coordinate descent based hierarchical interactive Lasso penalized logistic regression and its application to classification problems
- A two-stage regularization method for variable selection and forecasting in high-order interaction model
- KEGGgraph
- FindIt
- Generalization bounds for sparse random feature expansions
- hierNet
- Estimating the health effects of environmental mixtures using Bayesian semiparametric regression and sparsity inducing priors
- Discovering interactions using covariate informed random partition models
- gglasso
- Model selection for functional linear regression with hierarchical structure
- scientific article; zbMATH DE number 6670732 (Why is no real title available?)
- hiertest
- gamsel
- LassoBacktracking
- pre
- SGL
- LogicReg
- PermAlgo
- EEBoost
- bootcluster
- spatstat.Knet
- iBAG
- SGL-SVM
- Group regularized estimation under structural hierarchy
- scientific article; zbMATH DE number 7370644 (Why is no real title available?)
- A Pliable Lasso
- Pliable lasso for the multinomial logistic regression
- A First-Order Optimization Algorithm for Statistical Learning with Hierarchical Sparsity Structure
- High dimensional forecasting via interpretable vector autoregression
- Penalized interaction estimation for ultrahigh dimensional quadratic regression
- Causal interaction in factorial experiments: application to conjoint analysis
- inteff
- recipes
- Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
- sail
- BOLTSSIRR
- Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials
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