sparsenet-package | R Documentation |
Sparsenet uses coordinate descent on the MC+ nonconvex penalty family, and fits a surface of solutions over the two-dimensional parameter space.
At its simplest, provide x,y
data and it returns the solution
paths. There are tools for prediction, cross-validation, plotting and printing.
Rahul Mazumder, Jerome Friedman and Trevor Hastie
Maintainer: Trevor Hastie <hastie@stanford.edu>
Mazumder, Rahul, Friedman, Jerome and Hastie, Trevor (2011) SparseNet: Coordinate Descent with Nonconvex Penalties. JASA, Vol 106(495), 1125-38, https://hastie.su.domains/public/Papers/Sparsenet/Mazumder-SparseNetCoordinateDescent-2011.pdf
x=matrix(rnorm(100*20),100,20)
y=rnorm(100)
fit=sparsenet(x,y)
plot(fit)
cvfit=cv.sparsenet(x,y)
plot(cvfit)
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