hsm: A Path-Based BCD for Proximal Function of Latent Group Lasso
Version 0.1

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) "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.

Package details

AuthorXiaohan Yan <[email protected]>, Jacob Bien
Date of publication2016-06-09 07:56:49
MaintainerXiaohan Yan <[email protected]>
URL https://arxiv.org/abs/1512.01631
Package repositoryView on CRAN
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hsm documentation built on May 30, 2017, 3:40 a.m.