Description Details Author(s) References Examples
This package fits regularization paths for linear, logistic or poisson regression models with overlapping grouped variables. The idea of the latent group lasso penalty (Jacob et al., 2009) is implemented and extended to group MCP, and group SCAD for overlapping group selection.
The package is built upon the R package grpreg
by Dr. Patrick Breheny. The
following functions are documented in the help pages:
expandX
overlapMatrix
incidenceMatrix
grpregOverlap
cv.grpregOverlap
plot.grpregOverlap
predict.grpregOverlap
select.grpregOverlap
summary.cv.grpregOverlap
The following data sets are documented in the help pages:
pathway.dat
Yaohui Zeng and Patrick Breheny
Maintainer: Yaohui Zeng <yaohui-zeng@uiowa.edu>
Zeng, Y., and Breheny, P. (2016). Overlapping Group Logistic Regression with Applications to Genetic Pathway Selection. Cancer Informatics, 15, 179-187. http://doi.org/10.4137/CIN.S40043.
Jacob, L., Obozinski, G., and Vert, J. P. (2009, June). Group lasso with overlap and graph lasso. In Proceedings of the 26th annual international conference on machine learning, ACM: 433-440. http://www.machinelearning.org/archive/icml2009/papers/471.pdf
Obozinski, G., Jacob, L., and Vert, J. P. (2011). Group lasso with overlaps: the latent group lasso approach. http://arxiv.org/abs/1110.0413.
Breheny, P. and Huang, J. (2009) Penalized methods for bi-level variable selection. Statistics and its interface, 2: 369-380. http://myweb.uiowa.edu/pbreheny/publications/Breheny2009.pdf
Huang J., Breheny, P. and Ma, S. (2012). A selective review of group selection in high dimensional models. Statistical Science, 27: 481-499. http://myweb.uiowa.edu/pbreheny/publications/Huang2012.pdf
Breheny P and Huang J (2015). Group descent algorithms for nonconvex penalized linear and logistic regression models with grouped predictors. Statistics and Computing, 25: 173-187.http://myweb.uiowa.edu/pbreheny/publications/group-computing.pdf
Breheny P and Huang J (2009). Penalized methods for bi-level variable selection. Statistics and Its Interface, 2: 369-380. http://myweb.uiowa.edu/pbreheny/publications/Breheny2009.pdf
Breheny P (2014). R package 'grpreg'. https://CRAN.R-project.org/package=grpreg/grpreg.pdf
Subramanian, et al. (2005). Gene set enrichment analysis: a knowledge-based approach for interpreting genome-wide expression profiles. Proceedings of the National Academy of Sciences of the United States of America, 102(43), 15545-15550. http://www.pnas.org/content/102/43/15545.short
1 | ## see examples in grpregOverlap
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