CatReg (Q45633)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Solution Paths for Linear and Logistic Regression Models with Categorical Predictors, with SCOPE Penalty
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | CatReg |
Solution Paths for Linear and Logistic Regression Models with Categorical Predictors, with SCOPE Penalty |
Statements
expanded from: GPL (≥ 2) (English)
0 references
Benjamin Stokell
0 references
3 December 2025
0 references
Computes solutions for linear and logistic regression models with potentially high-dimensional categorical predictors. This is done by applying a nonconvex penalty (SCOPE) and computing solutions in an efficient path-wise fashion. The scaling of the solution paths is selected automatically. Includes functionality for selecting tuning parameter lambda by k-fold cross-validation and early termination based on information criteria. Solutions are computed by cyclical block-coordinate descent, iterating an innovative dynamic programming algorithm to compute exact solutions for each block.
0 references
Identifiers
0 references
