rare: Linear Model with Tree-Based Lasso Regularization for Rare Features

Implementation of an alternating direction method of multipliers algorithm for fitting a linear model with tree-based lasso regularization, which is proposed in Algorithm 1 of Yan and Bien (2018) <arXiv:1803.06675>. The package allows efficient model fitting on the entire 2-dimensional regularization path for large datasets. The complete set of functions also makes the entire process of tuning regularization parameters and visualizing results hassle-free.

Package details

AuthorXiaohan Yan [aut, cre], Jacob Bien [aut, cre]
MaintainerXiaohan Yan <xy257@cornell.edu>
URL https://github.com/yanxht/rare
Package repositoryView on CRAN
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rare documentation built on May 1, 2019, 9:17 p.m.