L0Learn: Fast Algorithms for Best Subset Selection

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

AuthorHussein Hazimeh, Rahul Mazumder
MaintainerHussein Hazimeh <[email protected]>
LicenseMIT + file LICENSE
Version1.0.8
URL https://arxiv.org/abs/1803.01454
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("L0Learn")

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L0Learn documentation built on Oct. 29, 2018, 1:04 a.m.