gglasso: Group Lasso Penalized Learning Using A Unified BMD Algorithm

This package implements a unified algorithm, blockwise-majorization-decent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM.

AuthorYi Yang <yiyang@umn.edu>, Hui Zou <hzou@stat.umn.edu>
Date of publication2014-08-17 08:22:45
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL-2
Version1.3
http://code.google.com/p/gglasso/

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