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Highly optimized toolkit for approximately solving L0-regularized learning problems (aka best subset selection). The algorithms are based on coordinate descent and local combinatorial search. For more details, check the paper by Hazimeh and Mazumder (2018) <arXiv:1803.01454>; the link is provided in the URL field below.
Package details |
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Author | Hussein Hazimeh, Rahul Mazumder |
Maintainer | Hussein Hazimeh <[email protected]> |
License | MIT + file LICENSE |
Version | 1.0.8 |
URL | https://arxiv.org/abs/1803.01454 |
Package repository | View on CRAN |
Installation |
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