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.

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

Man pages

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'.

Functions

ancestor.find Man page Source code
hsm Man page Source code
hsm-package Man page
hsm.path Man page Source code
lam.max.hsm Man page Source code
path.find Man page Source code
paths Man page Source code

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
hsm documentation built on May 20, 2017, 1:29 a.m.