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Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)<doi:10.1214/09-AOS729>. Implements the methodology described in Mazumder, Friedman and Hastie (2011) <DOI: 10.1198/jasa.2011.tm09738>. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.
Package details |
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Author | Rahul Mazumder [aut, cre], Trevor Hastie [aut, cre], Jerome Friedman [aut, cre] |
Maintainer | Trevor Hastie <hastie@stanford.edu> |
License | GPL-2 |
Version | 1.5 |
URL | https://hastie.su.domains/public/Papers/Sparsenet/Mazumder-SparseNetCoordinateDescent-2011.pdf |
Package repository | View on CRAN |
Installation |
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