SparseLearner: Sparse Learning Algorithms Using a LASSO-Type Penalty for Coefficient Estimation and Model Prediction
Version 1.0-2

Coefficient estimation and model prediction based on the LASSO sparse learning algorithm and its improved versions such as Bolasso, bootstrap ranking LASSO, two-stage hybrid LASSO and others. These LASSO estimation procedures are applied in the fields of variable selection, graphical modeling and ensemble learning. The bagging LASSO model uses a Monte Carlo cross-entropy algorithm to determine the best base-level models and improve predictive performance.

Getting started

Package details

AuthorPi Guo, Yuantao Hao
Date of publication2015-11-17 14:40:37
MaintainerPi Guo <[email protected]>
Package repositoryView on CRAN
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SparseLearner documentation built on May 29, 2017, 9:18 p.m.