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.

Install the latest version of this package by entering the following in R:
install.packages("hsm")
AuthorXiaohan Yan <xy257@cornell.edu>, Jacob Bien
Date of publication2016-06-09 07:56:49
MaintainerXiaohan Yan <xy257@cornell.edu>
LicenseGPL-3
Version0.1
https://arxiv.org/abs/1512.01631

View on CRAN

Files

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? or email at ian@mutexlabs.com.

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