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.

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 in this package

hsm
hsm/inst
hsm/inst/doc
hsm/inst/doc/hsm-vignette.Rmd
hsm/inst/doc/hsm-vignette.html
hsm/inst/doc/hsm-vignette.R
hsm/src
hsm/src/pathlammax.c
hsm/src/pathprox2.c
hsm/src/pathprox.c
hsm/NAMESPACE
hsm/R
hsm/R/hsm-package.R hsm/R/paths.R hsm/R/hsm.path.R hsm/R/hsm.R
hsm/vignettes
hsm/vignettes/hsm-vignette.Rmd
hsm/vignettes/vig1.pdf
hsm/vignettes/vig1.png
hsm/vignettes/vig2.png
hsm/MD5
hsm/build
hsm/build/vignette.rds
hsm/DESCRIPTION
hsm/man
hsm/man/paths.Rd hsm/man/lam.max.hsm.Rd hsm/man/hsm.path.Rd hsm/man/hsm.Rd hsm/man/hsm-package.Rd hsm/man/ancestor.find.Rd hsm/man/path.find.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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