AMIAS: Alternating Minimization Induced Active Set Algorithms

An implementation of alternating minimization induced active set (AMIAS) method for solving the L0 regularized learning problems. It includes a piecewise smooth estimator by minimizing the least squares function with constraints on the number of kink points in the discrete derivatives. It also includes generalized structural sparsity via composite L0 penalty. Both time series and image segmentation can be handled by this package.

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Package details

AuthorCanhong Wen, Zelin Hong, Xueqin Wang, Aijun Zhang
MaintainerCanhong Wen <[email protected]>
Package repositoryView on CRAN
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AMIAS documentation built on April 20, 2018, 1:05 a.m.