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 <hazimeh@mit.edu>
LicenseMIT + file LICENSE
URL https://arxiv.org/abs/1803.01454
Package repositoryView on CRAN
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L0Learn documentation built on Aug. 30, 2019, 5:06 p.m.