vbsr: Variational Bayes Spike Regression Regularized Linear Models

Efficient algorithm for solving ultra-sparse regularized regression models using a variational Bayes algorithm with a spike (l0) prior. Algorithm is solved on a path, with coordinate updates, and is capable of generating very sparse models. There are very general model diagnostics for controling type-1 error included in this package.

Getting started

Package details

AuthorBenjamin Logsdon
MaintainerBenjamin Logsdon <ben.logsdon@sagebase.org>
Package repositoryView on CRAN
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vbsr documentation built on May 2, 2019, 9:27 a.m.