glinternet: Learning Interactions via Hierarchical Group-Lasso Regularization

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Group-Lasso INTERaction-NET. Fits linear pairwise-interaction models that satisfy strong hierarchy: if an interaction coefficient is estimated to be nonzero, then its two associated main effects also have nonzero estimated coefficients. Accommodates categorical variables (factors) with arbitrary numbers of levels, continuous variables, and combinations thereof. Implements the machinery described in the paper "Learning interactions via hierarchical group-lasso regularization" (JCGS 2015, Volume 24, Issue 3). Michael Lim & Trevor Hastie (2015) <DOI:10.1080/10618600.2014.938812>.

Author
Michael Lim, Trevor Hastie
Date of publication
2016-12-02 08:09:55
Maintainer
Michael Lim <michael626@gmail.com>
License
GPL-2
Version
1.0.2
URLs

View on CRAN

Man pages

coef.glinternet
Return main effect and interaction coefficients.
glinternet
Fit a linear interaction model with group-lasso...
glinternet.cv
Cross-validation for glinternet
plot.glinternet.cv
Plot CV error from 'glinternetCV' object.
predict.glinternet
Make predictions from a "glinternet" object.
predict.glinternet.cv
Make predictions from a "glinternetCV" object.

Files in this package

glinternet
glinternet/src
glinternet/src/c_routines.c
glinternet/src/Makevars
glinternet/src/fista.c
glinternet/NAMESPACE
glinternet/R
glinternet/R/glinternet.cv.r
glinternet/R/rescale_betahat.r
glinternet/R/group_lasso.r
glinternet/R/print.glinternet.cv.r
glinternet/R/glinternet.r
glinternet/R/initialize_betahat.r
glinternet/R/get_lambda_grid.r
glinternet/R/coef.glinternet.cv.r
glinternet/R/get_candidates.r
glinternet/R/extract_effects.r
glinternet/R/predict.glinternet.cv.r
glinternet/R/check_kkt.r
glinternet/R/standardize.r
glinternet/R/mynorm.r
glinternet/R/get_group_sizes.r
glinternet/R/predict.glinternet.r
glinternet/R/c_routines.r
glinternet/R/print.glinternet.r
glinternet/R/strong_rules.r
glinternet/R/plot.glinternet.cv.r
glinternet/R/coef.glinternet.r
glinternet/MD5
glinternet/DESCRIPTION
glinternet/man
glinternet/man/coef.glinternet.Rd
glinternet/man/predict.glinternet.cv.Rd
glinternet/man/glinternet.Rd
glinternet/man/predict.glinternet.Rd
glinternet/man/glinternet.cv.Rd
glinternet/man/plot.glinternet.cv.Rd