rare
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Rare
Description
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.
Cited in
(15)- protoshiny
- HieRFIT
- Single-forward-step projective splitting: exploiting cocoercivity
- Sentiment analysis with covariate-assisted word embeddings
- Sparse principal component regression via singular value decomposition approach
- Projective splitting with forward steps
- simulator
- mothur
- wordnet
- msgl
- glmgraph
- ADMM_QAP
- just-continuity
- Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
- Multivariate Monotone Inclusions in Saddle Form
This page was built for software: rare