gglasso (Q26262)
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Group Lasso Penalized Learning Using a Unified BMD Algorithm
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | gglasso |
Group Lasso Penalized Learning Using a Unified BMD Algorithm |
Statements
8 May 2025
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A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) <doi:10.1007/s11222-014-9498-5>.
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Identifiers
10 January 2021
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