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)
|Author||Xiaohan Yan <[email protected]>, Jacob Bien|
|Date of publication||2016-06-09 07:56:49|
|Maintainer||Xiaohan Yan <[email protected]>|
|Package repository||View on CRAN|
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