Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)<doi:10.1214/09-AOS729>. Implements the methodology described in Mazumder, Friedman and Hastie (2011) <doi:10.1198/jasa.2011.tm09738>. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.
Cited in
(only showing first 100 items - show all)- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
- Bayesian bridge quantile regression
- Prediction risk for the horseshoe regression
- A general theory of concave regularization for high-dimensional sparse estimation problems
- Fast best subset selection: coordinate descent and local combinatorial optimization algorithms
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks
- Variance prior forms for high-dimensional Bayesian variable selection
- An unbiased approach to compressed sensing
- A non-convex regularization approach for stable estimation of loss development factors
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- Variable selection via generalized SELO-penalized linear regression models
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- Large-scale regression with non-convex loss and penalty
- A generic coordinate descent solver for non-smooth convex optimisation
- Variable selection via generalized SELO-penalized Cox regression models
- On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization
- Estimation of an oblique structure via penalized likelihood factor analysis
- Sparsest factor analysis for clustering variables: a matrix decomposition approach
- A penalized likelihood method for structural equation modeling
- Global solutions to folded concave penalized nonconvex learning
- A majorization-minimization approach to variable selection using spike and slab priors
- Difference-of-convex learning: directional stationarity, optimality, and sparsity
- A fresh look at effect aliasing and interactions: some new wine in old bottles
- Convex and non-convex regularization methods for spatial point processes intensity estimation
- Pathwise coordinate optimization for sparse learning: algorithm and theory
- Minimization of transformed L₁ penalty: theory, difference of convex function algorithm, and robust application in compressed sensing
- Concave penalized estimation of sparse Gaussian Bayesian networks
- The spike-and-slab LASSO
- Sparse classification: a scalable discrete optimization perspective
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- Sparse factor regression via penalized maximum likelihood estimation
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- Tuning parameter selection in sparse regression modeling
- Nonbifurcating Phylogenetic Tree Inference via the Adaptive LASSO
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- scientific article; zbMATH DE number 7370569 (Why is no real title available?)
- scientific article; zbMATH DE number 7415078 (Why is no real title available?)
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- A discussion on practical considerations with sparse regression methodologies
- Convex optimization under combinatorial sparsity constraints
- A consistent information criterion for support vector machines in diverging model spaces
- Dimension-reduced clustering of functional data via subspace separation
- Confidence intervals for sparse penalized regression with random designs
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Solution path clustering with adaptive concave penalty
- False Discovery Rate Smoothing
- OSCAR
- PDCO
- BLOOMP
- LibDAI
- glmnet
- grpreg
- lars
- Plus
- SSS
- alr4
- EBayesThresh
- flare
- S+WAVELETS
- APPLE
- EdgeCS
- camel
- Libra
- pi-MASS
- GAITA
- BeSS
- QICD
- MAIC
- uniCox
- picasso
- cmenet
- FSIM
- sparsebn
- varbvs
- lsl
- glmgen
- smoothfdr
- iMapReduce
- DSCOVR
- cvplogistic
- DMRnet
- Nextstrain
- horseshoe
- ProSper
- extended-MIQCP
- LPCCbnc
- SSLASSO
- foba
- PGEE
- L0Learn
- flashr
- smashr
- abess
- penfa
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- The horseshoe-like regularization for feature subset selection
- Efficient nonconvex sparse group feature selection via continuous and discrete optimization
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