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.

Install the latest version of this package by entering the following in R:

`install.packages("hsm")`

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 |

https://arxiv.org/abs/1512.01631 |

**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'.

inst

inst/doc

inst/doc/hsm-vignette.Rmd

inst/doc/hsm-vignette.html

inst/doc/hsm-vignette.R
src

src/pathlammax.c

src/pathprox2.c

src/pathprox.c

NAMESPACE

R

R/hsm-package.R
R/paths.R
R/hsm.path.R
R/hsm.R
vignettes

vignettes/hsm-vignette.Rmd

vignettes/vig1.pdf

vignettes/vig1.png

vignettes/vig2.png

MD5

build

build/vignette.rds

DESCRIPTION

man

man/paths.Rd
man/lam.max.hsm.Rd
man/hsm.path.Rd
man/hsm.Rd
man/hsm-package.Rd
man/ancestor.find.Rd
man/path.find.Rd
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.