sgs (Q159707)
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Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control
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| English | sgs |
Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control |
Statements
22 August 2023
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Implementation of Sparse-group SLOPE: Adaptive bi-level with FDR-control (Feser et al. (2023) <arXiv:2305.09467>). Linear and logistic regression models are supported, both of which can be fit using k-fold cross-validation. Dense and sparse input matrices are supported. In addition, a general adaptive three operator splitting (ATOS) implementation is provided.
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