iilasso: Independently Interpretable Lasso

Efficient algorithms for fitting linear / logistic regression model with Independently Interpretable Lasso. Takada, M., Suzuki, T., & Fujisawa, H. (2018). Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables. AISTATS. <http://proceedings.mlr.press/v84/takada18a/takada18a.pdf>.

Package details

AuthorMasaaki Takada
MaintainerMasaaki Takada <tkdmah@gmail.com>
LicenseMIT + file LICENSE
Version0.0.2
URL http://proceedings.mlr.press/v84/takada18a/takada18a.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("iilasso")

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iilasso documentation built on May 2, 2019, 10:14 a.m.