sparsenet
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Sparsenet
Description
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)- L0BnB
- PhyloGeoTool
- penfa
- OSCAR
- Tuning parameter selection in sparse regression modeling
- Solving norm constrained portfolio optimization via coordinate-wise descent algorithms
- Estimation of an oblique structure via penalized likelihood factor analysis
- Sparsest factor analysis for clustering variables: a matrix decomposition approach
- An alternating direction method of multipliers for MCP-penalized regression with high-dimensional data
- Variable selection via generalized SELO-penalized linear regression models
- Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
- Relaxed sparse eigenvalue conditions for sparse estimation via non-convex regularized regression
- Genetic algorithm versus classical methods in sparse index tracking
- A penalized likelihood method for structural equation modeling
- Homotopy continuation approaches for robust SV classification and regression
- A coordinate descent algorithm for computing penalized smooth quantile regression
- PDCO
- Variable selection via generalized SELO-penalized Cox regression models
- 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
- LibDAI
- BLOOMP
- Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation
- Majorization-minimization algorithms for nonsmoothly penalized objective functions
- SSS
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- glmnet
- lars
- Plus
- A unified primal dual active set algorithm for nonconvex sparse recovery
- The horseshoe-like regularization for feature subset selection
- An outer-inner linearization method for non-convex and nondifferentiable composite regularization problems
- Sparse classification: a scalable discrete optimization perspective
- Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem
- New bounds for subset selection from conic relaxations
- Mining events with declassified diplomatic documents
- Sparse regression at scale: branch-and-bound rooted in first-order optimization
- Convex optimization under combinatorial sparsity constraints
- Sparse Laplacian shrinkage with the graphical Lasso estimator for regression problems
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- A unifying framework of high-dimensional sparse estimation with difference-of-convex (DC) regularizations
- Computing the degrees of freedom of rank-regularized estimators and cousins
- Parametrized quasi-soft thresholding operator for compressed sensing and matrix completion
- Transformed \(\ell_1\) regularization for learning sparse deep neural networks
- Large-scale regression with non-convex loss and penalty
- Matrix completion with nonconvex regularization: spectral operators and scalable algorithms
- Worst-case complexity of cyclic coordinate descent: O(n^2) gap with randomized version
- Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
- A discussion on practical considerations with sparse regression methodologies
- Variance prior forms for high-dimensional Bayesian variable selection
- ROS regression: integrating regularization with optimal scaling regression
- Lasso meets horseshoe: a survey
- alr4
- Regularization methods for high-dimensional sparse control function models
- EBayesThresh
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- Marginalized Lasso in sparse regression
- Novel harmonic regularization approach for variable selection in Cox's proportional hazards model
- Coordinate descent algorithms
- Dimension-reduced clustering of functional data via subspace separation
- AIC for the non-concave penalized likelihood method
- S+WAVELETS
- flare
- Strong oracle optimality of folded concave penalized estimation
- APPLE
- EdgeCS
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- camel
- Libra
- Compound Poisson processes, latent shrinkage priors and Bayesian nonconvex penalization
- grpreg
- Block coordinate descent methods for semidefinite programming
- OR forum: An algorithmic approach to linear regression
- A consistent information criterion for support vector machines in diverging model spaces
- Global solutions to folded concave penalized nonconvex learning
- Best subset selection via a modern optimization lens
- pi-MASS
- Designing penalty functions in high dimensional problems: the role of tuning parameters
- uniCox
- GAITA
- QICD
- BeSS
- MAIC
- picasso
- sparsebn
- cmenet
- FSIM
- varbvs
- Testing Sparsity-Inducing Penalties
- lsl
- smoothfdr
- glmgen
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates
- iMapReduce
- DSCOVR
- DMRnet
- cvplogistic
- Nextstrain
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