sparseSVM

Authors Congrui Yi, Yaohui Zeng

Last update 26 September 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 1.1-6, PACKAGES.rds, 1.1-2, 1.1-7

Description

Offers a fast algorithm for fitting solution paths of sparse SVM models with lasso or elastic-net regularization. Reference: Congrui Yi and Jian Huang (2017) <doi:10.1080/10618600.2016.1256816>.

Cites work

Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression

Cited in

(1)

pye

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