gglasso: Group Lasso Penalized Learning Using a Unified BMD Algorithm

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: <doi:10.1007/s11222-014-9498-5>.

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Package details

AuthorYi Yang <[email protected]>, Hui Zou <[email protected]>
MaintainerYi Yang <[email protected]>
Package repositoryView on CRAN
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gglasso documentation built on Sept. 15, 2017, 9:03 a.m.