glinternet (Q30220)
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Learning Interactions via Hierarchical Group-Lasso Regularization
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | glinternet |
Learning Interactions via Hierarchical Group-Lasso Regularization |
Statements
18 July 2026
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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>.
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Trevor Hastie
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Identifiers
10 September 2021
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