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

Package details

AuthorAnthony Christidis <anthony.christidis@stat.ubc.ca>, Stefan Van Aelst <stefan.vanaelst@kuleuven.be>, Ruben Zamar <ruben@stat.ubc.ca>
MaintainerAnthony Christidis <anthony.christidis@stat.ubc.ca>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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CPGLIB documentation built on May 11, 2021, 1:06 a.m.