NEWS.md

In fuser: Fused Lasso for High-Dimensional Regression over Groups

fuser 1.0.1

• Introduced option to scale sum-squared loss per subgroup by the subgroup sample size. This improves performance in situations with unbalanced groups.
• Fixed warning caused by deprecated function in the Matrix package.

fuser 1.0.0

First full release of fuser package for subgroup regression with fusion penalties.

Features

• L1 and L2 fusion penalized regression across heterogeneous subgroups.
• Ability to deal with high-dimensional datasets (tens of thousands of covariates).
• C implementation for additional speed gains.

fuser documentation built on May 2, 2019, 3:29 p.m.