sgs (Q159707)
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Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | sgs |
Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control |
Statements
30 September 2025
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Implementation of Sparse-group SLOPE (SGS) (Feser and Evangelou (2023) <doi:10.48550/arXiv.2305.09467>) models. 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) (Pedregosa and Gidel (2018) <doi:10.48550/arXiv.1804.02339>) implementation is provided. Group SLOPE (gSLOPE) (Brzyski et al. (2019) <doi:10.1080/01621459.2017.1411269>) and group-based OSCAR models (Feser and Evangelou (2024) <doi:10.48550/arXiv.2405.15357>) are also implemented. All models are available with strong screening rules (Feser and Evangelou (2024) <doi:10.48550/arXiv.2405.15357>) for computational speed-up.
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