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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.
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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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