smoothedLasso

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A Framework to Smooth L1 Penalized Regression Operators using Nesterov Smoothing

Georg Hahn

Last update: 21 March 2021

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.6

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

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

Cites work

• Smooth minimization of non-smooth functions
• A framework to efficiently smooth L1 penalties for linear regression

Described by source

• A fast and efficient smoothing approach to Lasso regression and an application in statistical genetics: polygenic risk scores for chronic obstructive pulmonary disease (COPD)

Cited In (1)

• FASTA

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