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SAM: Sparse Additive Modelling
Computationally efficient tools for high dimensional predictive modeling (regression and classification). SAM is short for sparse additive modeling, and adopts the computationally efficient basis spline technique. We solve the optimization problems by various computational algorithms including the block coordinate descent algorithm, fast iterative soft-thresholding algorithm, and newton method. The computation is further accelerated by warm-start and active-set tricks.
Getting started
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Package details |
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| Author | Haoming Jiang, Yukun Ma, Han Liu, Kathryn Roeder, Xingguo Li, and Tuo Zhao |
| Maintainer | Haoming Jiang <jianghm.ustc@gmail.com> |
| License | GPL-2 |
| Version | 1.1.3 |
| Package repository | View on CRAN |
| Installation |
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