msgl: High Dimensional Multiclass Classification Using Sparse Group Lasso

Multinomial logistic regression with sparse group lasso penalty. Simultaneous feature selection and parameter estimation for classification. Suitable for high dimensional multiclass classification with many classes. The algorithm computes the sparse group lasso penalized maximum likelihood estimate. Use of parallel computing for cross validation and subsampling is supported through the 'foreach' and 'doParallel' packages. Development version is on GitHub, please report package issues on GitHub.

AuthorMartin Vincent
Date of publication2016-12-29 01:09:04
MaintainerMartin Vincent <martin.vincent.dk@gmail.com>
LicenseGPL (>= 2)
Version2.3.5
http://dx.doi.org/10.1016/j.csda.2013.06.004, https://github.com/vincent- dk/msgl

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Files in this package

msgl
msgl/inst
msgl/inst/CITATION
msgl/inst/NEWS.Rd
msgl/inst/doc
msgl/inst/doc/quick-start.html
msgl/inst/doc/quick-start.R
msgl/inst/doc/quick-start.Rmd
msgl/tests
msgl/tests/msgl_grouping_test_3.R
msgl/tests/msgl_test_1.R
msgl/tests/msgl_grouping_test_1.R
msgl/tests/msgl_test_3.R
msgl/tests/msgl_test_4.R
msgl/tests/msgl_cv_test_1.R
msgl/tests/msgl_grouping_test_2.R
msgl/tests/msgl_grouping_test_4.R
msgl/tests/msgl_cv_test_3.R
msgl/tests/msgl_configuration_test.R
msgl/tests/msgl_predict_test_1.R
msgl/tests/msgl_predict_test_2.R
msgl/tests/msgl_cv_test_4.R
msgl/tests/msgl_sub_test_1.R
msgl/tests/msgl_test_2.R
msgl/tests/msgl_cv_test_2.R
msgl/src
msgl/src/Makevars
msgl/src/msgl.cpp
msgl/src/multinomial_response.h
msgl/src/multinomial_loss.h
msgl/src/pkg_c_config.h
msgl/NAMESPACE
msgl/data
msgl/data/PrimaryCancers.RData
msgl/data/SimData.RData
msgl/R
msgl/R/cv.R msgl/R/subsampling.R msgl/R/predict.R msgl/R/lambda.R msgl/R/navigate.R msgl/R/fit.R msgl/R/startup.R msgl/R/msgl.R msgl/R/config.R msgl/R/process-arguments.R
msgl/vignettes
msgl/vignettes/quick-start.Rmd
msgl/MD5
msgl/build
msgl/build/vignette.rds
msgl/DESCRIPTION
msgl/man
msgl/man/classes.Rd msgl/man/msgl.standard.config.Rd msgl/man/fit.Rd msgl/man/SimData.Rd msgl/man/x.Rd msgl/man/features.msgl.Rd msgl/man/cv.Rd msgl/man/msgl.subsampling.Rd msgl/man/print.msgl.Rd msgl/man/coef.msgl.Rd msgl/man/msgl-package.Rd msgl/man/msgl.c.config.Rd msgl/man/best_model.msgl.Rd msgl/man/PrimaryCancers.Rd msgl/man/predict.msgl.Rd msgl/man/models.msgl.Rd msgl/man/Err.msgl.Rd msgl/man/lambda.Rd msgl/man/msgl.Rd msgl/man/parameters.msgl.Rd msgl/man/msgl.cv.Rd msgl/man/features_stat.msgl.Rd msgl/man/msgl.lambda.seq.Rd msgl/man/parameters_stat.msgl.Rd msgl/man/msgl.algorithm.config.Rd msgl/man/nmod.msgl.Rd msgl/man/subsampling.Rd

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