Nothing
L0Learn: Fast Algorithms for Best Subset Selection
Highly optimized toolkit for approximately solving L0-regularized learning problems (a.k.a. best subset selection). The algorithms are based on coordinate descent and local combinatorial search. For more details, check the paper by Hazimeh and Mazumder (2020) <doi:10.1287/opre.2019.1919>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Hussein Hazimeh [aut, cre], Rahul Mazumder [aut], Tim Nonet [aut] |
| Maintainer | Hussein Hazimeh <husseinhaz@gmail.com> |
| License | MIT + file LICENSE |
| Version | 2.1.0 |
| URL | https://github.com/hazimehh/L0Learn https://pubsonline.informs.org/doi/10.1287/opre.2019.1919 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the L0Learn package in your browser
Any scripts or data that you put into this service are public.
