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CPGLIB: Competing Proximal Gradients Library
Functions to generate ensembles of generalized linear models using competing proximal gradients. The optimal sparsity and diversity tuning parameters are selected via an alternating grid search.
Getting started
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Package details |
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| Author | Anthony Christidis [aut, cre], Stefan Van Aelst [aut], Ruben Zamar [aut] |
| Maintainer | Anthony Christidis <anthony.christidis@stat.ubc.ca> |
| License | GPL (>= 2) |
| Version | 1.1.1 |
| Package repository | View on CRAN |
| Installation |
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