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.
|Author||Hussein Hazimeh, Rahul Mazumder|
|Maintainer||Hussein Hazimeh <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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