BrokenAdaptiveRidge (Q66333)
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Broken Adaptive Ridge Regression with Cyclops
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BrokenAdaptiveRidge |
Broken Adaptive Ridge Regression with Cyclops |
Statements
Eric Kawaguchi
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Ning Li
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22 December 2025
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Approximates best-subset selection (L0) regression with an iteratively adaptive Ridge (L2) penalty for large-scale models. This package uses Cyclops for an efficient implementation and the iterative method is described in Kawaguchi et al (2020) <doi:10.1002/sim.8438> and Li et al (2021) <doi:10.1016/j.jspi.2020.12.001>.
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