SMLE
swMATH40997CRANSMLEMaRDI QIDQ1354305FDOQ1354305
Joint Feature Screening via Sparse MLE
Chen Xu, Kelly Burkett, Qianxiang Zang
Last update: 12 February 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 2.1-0, 0.3.1, 0.4.0, 0.4.1, 1.1.1, 1.2.3, 1.2.4, 2.0-0, 2.0-1, 2.0-2, 2.1-1
Source code repository: https://github.com/cran/SMLE
Feature screening is a powerful tool in processing ultrahigh dimensional data. It attempts to screen out most irrelevant features in preparation for a more elaborate analysis. Xu and Chen (2014)<doi:10.1080/01621459.2013.879531> proposed an effective screening method SMLE, which naturally incorporates the joint effects among features in the screening process. This package provides an efficient implementation of SMLE-screening for high-dimensional linear, logistic, and Poisson models. The package also provides a function for conducting accurate post-screening feature selection based on an iterative hard-thresholding procedure and a user-specified selection criterion.
This page was built for software: SMLE
