Libra: Linearized Bregman Algorithms for Generalized Linear Models

Efficient procedures for fitting the regularization path for linear, binomial, multinomial, Ising and Potts models with lasso, group lasso or column lasso(only for multinomial) penalty. The package uses Linearized Bregman Algorithm to solve the regularization path through iterations. Bregman Inverse Scale Space Differential Inclusion solver is also provided for linear model with lasso penalty.

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Package details

AuthorFeng Ruan, Jiechao Xiong and Yuan Yao
MaintainerJiechao Xiong <>
Package repositoryView on CRAN
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Libra documentation built on April 11, 2022, 5:09 p.m.