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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 (2017) <doi:10.1214/17-STS622> "Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.
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Package details |
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| Author | Xiaohan Yan [aut, cre], Jacob Bien [aut, cre] |
| Maintainer | Xiaohan Yan <xy257@cornell.edu> |
| License | GPL-3 |
| Version | 0.2.0 |
| URL | https://github.com/yanxht/hsm |
| Package repository | View on CRAN |
| Installation |
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