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rRAP: Real-Time Adaptive Penalization for Streaming Lasso Models
An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.
Getting started
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Package details |
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| Author | Ricardo Pio Monti |
| Maintainer | Ricardo Pio Monti <ricardo.monti08@gmail.com> |
| License | GPL-2 |
| Version | 1.1 |
| Package repository | View on CRAN |
| Installation |
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