L0Learn
From MaRDI portal
Software:52543
swMATH36841CRANL0LearnMaRDI QIDQ52543
Fast Algorithms for Best Subset Selection
Rahul Mazumder, Hussein Hazimeh, Tim Nonet
Last update: 7 March 2023
Copyright license: MIT license, File License
Software version identifier: 2.1.0
Source code repository: https://github.com/cran/L0Learn
Related Items (21)
MIP-BOOST: Efficient and Effective L0 Feature Selection for Linear Regression ⋮ The backbone method for ultra-high dimensional sparse machine learning ⋮ Subset selection in network-linked data ⋮ Graph structured sparse subset selection ⋮ Unnamed Item ⋮ Matrix completion with nonconvex regularization: spectral operators and scalable algorithms ⋮ Semi-automated simultaneous predictor selection for regression-SARIMA models ⋮ Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons ⋮ A discussion on practical considerations with sparse regression methodologies ⋮ Discussion of ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons ⋮ Rejoinder: ``Sparse regression: scalable algorithms and empirical performance ⋮ Rejoinder: ``Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons ⋮ Scalable Algorithms for the Sparse Ridge Regression ⋮ The Trimmed Lasso: Sparse Recovery Guarantees and Practical Optimization by the Generalized Soft-Min Penalty ⋮ An extended Newton-type algorithm for \(\ell_2\)-regularized sparse logistic regression and its efficiency for classifying large-scale datasets ⋮ Randomized Gradient Boosting Machine ⋮ Sparse classification: a scalable discrete optimization perspective ⋮ Robust subset selection ⋮ Mining events with declassified diplomatic documents ⋮ A Mixed-Integer Fractional Optimization Approach to Best Subset Selection ⋮ Unnamed Item
This page was built for software: L0Learn
