IterativeHardThresholding (Q97277)
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Iterative Hard Thresholding Extensions to Cyclops
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | IterativeHardThresholding |
Iterative Hard Thresholding Extensions to Cyclops |
Statements
Patrick Ryan
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21 July 2025
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Fits large-scale regression models with a penalty that restricts the maximum number of non-zero regression coefficients to a prespecified value. While Chu et al (2020) <doi:10.1093/gigascience/giaa044> describe the basic algorithm, this package uses Cyclops for an efficient implementation.
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