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.

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'.

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
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