rare (Q55092)
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Linear Model with Tree-Based Lasso Regularization for Rare Features
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | rare |
Linear Model with Tree-Based Lasso Regularization for Rare Features |
Statements
Jacob Bien
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16 June 2025
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Implementation of an alternating direction method of multipliers algorithm for fitting a linear model with tree-based lasso regularization, which is proposed in Algorithm 1 of Yan and Bien (2020) <doi:10.1080/01621459.2020.1796677>. The package allows efficient model fitting on the entire 2-dimensional regularization path for large datasets. The complete set of functions also makes the entire process of tuning regularization parameters and visualizing results hassle-free.
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Identifiers
15 April 2021
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