hsm: A Path-Based BCD for Proximal Function of Latent Group Lasso

Implementation of the block coordinate descent procedure for solving the proximal function of latent group Lasso, highlighted by decomposing a DAG into several non-overlapping path graphs, and getting closed-form solution for each path graph. The procedure was introduced as Algorithm 4 in Yan and Bien (2015) <https://arxiv.org/abs/1512.01631> "Hierarchical Sparse Modeling: A Choice of Two Regularizers", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.

Author
Xiaohan Yan <xy257@cornell.edu>, Jacob Bien
Date of publication
2016-06-09 07:56:49
Maintainer
Xiaohan Yan <xy257@cornell.edu>
License
GPL-3
Version
0.1
URLs

View on CRAN

Man pages

ancestor.find
Find ancestor nodes for a node in DAG.
hsm
Solves proximal operator of latent group Lasso in...
hsm-package
Block coordinate descent based on path graphs for proximal...
hsm.path
Solves proximal operator of latent group Lasso over a grid of...
lam.max.hsm
Computes the smallest lam value such that beta = 0.
path.find
Find all path graphs originated from a given root.
paths
Generate 'assign' and 'w.assign'.

Files in this package

hsm
hsm/inst
hsm/inst/doc
hsm/inst/doc/hsm-vignette.Rmd
hsm/inst/doc/hsm-vignette.html
hsm/inst/doc/hsm-vignette.R
hsm/src
hsm/src/pathlammax.c
hsm/src/pathprox2.c
hsm/src/pathprox.c
hsm/NAMESPACE
hsm/R
hsm/R/hsm-package.R
hsm/R/paths.R
hsm/R/hsm.path.R
hsm/R/hsm.R
hsm/vignettes
hsm/vignettes/hsm-vignette.Rmd
hsm/vignettes/vig1.pdf
hsm/vignettes/vig1.png
hsm/vignettes/vig2.png
hsm/MD5
hsm/build
hsm/build/vignette.rds
hsm/DESCRIPTION
hsm/man
hsm/man/paths.Rd
hsm/man/lam.max.hsm.Rd
hsm/man/hsm.path.Rd
hsm/man/hsm.Rd
hsm/man/hsm-package.Rd
hsm/man/ancestor.find.Rd
hsm/man/path.find.Rd