SAM: Sparse Additive Modelling

The package SAM targets at high dimensional predictive modeling (regression and classification) for complex data analysis. 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

AuthorTuo Zhao, Xingguo Li, Han Liu, and Kathryn Roeder
MaintainerTuo Zhao <[email protected]>
Package repositoryView on CRAN
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SAM documentation built on May 29, 2017, 10:52 p.m.