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CRANsgsMaRDI QIDQ159707

Sparse-Group SLOPE: Adaptive Bi-Level Selection with FDR Control

Marina Evangelou, Fabio Feser

Last update: 22 August 2023

Copyright license: GNU General Public License

Software version identifier: 0.1.0, 0.1.1

Description

Implementation of Sparse-group SLOPE: Adaptive bi-level with FDR-control (Feser et al. (2023) <arXiv:2305.09467>). Linear and logistic regression models are supported, both of which can be fit using k-fold cross-validation. Dense and sparse input matrices are supported. In addition, a general adaptive three operator splitting (ATOS) implementation is provided.

Cites work

• Sparse-group SLOPE: adaptive bi-level selection with FDR-control