L0Learn

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Fast Algorithms for Best Subset Selection

Rahul Mazumder, Hussein Hazimeh, Tim Nonet

Last update: 7 March 2023

Copyright license: MIT license, File License

Software version identifier: 2.1.0

Official website: https://cran.r-project.org/web/packages/L0Learn/index.html

Source code repository: https://github.com/cran/L0Learn

Cites work

• Fast Best Subset Selection: Coordinate Descent and Local Combinatorial Optimization Algorithms

Described by source

• Fast best subset selection: coordinate descent and local combinatorial optimization algorithms

Cited In (55)

• Subset selection in network-linked data
• A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
• BackboneLearn
• sail
• ODTlearn
• Discussion of ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
• Rejoinder: ``Sparse regression: scalable algorithms and empirical performance
• The trimmed Lasso: sparse recovery guarantees and practical optimization by the generalized soft-min penalty
• Scalable algorithms for the sparse ridge regression
• Semi-automated simultaneous predictor selection for regression-SARIMA models
• Sparse classification: a scalable discrete optimization perspective
• MIP-BOOST: Efficient and Effective L₀ Feature Selection for Linear Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• A discussion on practical considerations with sparse regression methodologies
• An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets
• Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
• Sparco
• The backbone method for ultra-high dimensional sparse machine learning
• Graph structured sparse subset selection
• SCIP-SDP
• mplot
• pi-MASS
• glinternet
• org.Hs.eg.db
• Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
• SAM
• BeSS
• sparsenet
• MAIC
• picasso
• cmenet
• varbvs
• R2GUESS
• NCVX
• LPCCbnc
• QPsimplex
• ivmodel
• Bestsubset
• hgu133a.db
• FrankWolfe.jl
• rat2302.db
• flashr
• smashr
• abess
• L0BnB
• cpsplines
• netReg
• GSDAR
• ProximalOperators.jl
• Matrix completion with nonconvex regularization: spectral operators and scalable algorithms
• Robust subset selection
• Randomized Gradient Boosting Machine
• conquer
• Mining events with declassified diplomatic documents

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