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.

Package details

AuthorHaoming Jiang, Yukun Ma, Han Liu, Kathryn Roeder, Xingguo Li, and Tuo Zhao
MaintainerHaoming Jiang <>
Package repositoryView on CRAN
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SAM documentation built on July 1, 2021, 9:07 a.m.