hsm: A Path-Based BCD for Proximal Function of Latent Group Lasso
Version 0.2.0

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 (2017) "Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.

Package details

AuthorXiaohan Yan [aut, cre], Jacob Bien [aut, cre]
Date of publication2018-03-22 15:31:13 UTC
MaintainerXiaohan Yan <[email protected]>
URL https://github.com/yanxht/hsm
Package repositoryView on CRAN
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hsm documentation built on March 22, 2018, 5:04 p.m.