SLOPE (Q105967)
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Sorted L1 Penalized Estimation
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | SLOPE |
Sorted L1 Penalized Estimation |
Statements
Ewout Van Den Berg
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Chiara Sabatti
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Emmanuel Candes
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Evan Patterson
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Weijie Su
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Jakub Kała
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Krystyna Grzesiak
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Ewout van den Berg
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Mathurin Massias
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Quentin Klopfenstein
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29 August 2026
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Efficient implementations for Sorted L-One Penalized Estimation (SLOPE): generalized linear models regularized with the sorted L1-norm (Bogdan et al. 2015). Supported models include ordinary least-squares regression, binomial regression, multinomial regression, and Poisson regression. Both dense and sparse predictor matrices are supported. In addition, the package features predictor screening rules that enable fast and efficient solutions to high-dimensional problems.
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