Implements a generalized coordinate descent (GCD) algorithm for computing the solution paths of the hybrid Huberized support vector machine (HHSVM) and its generalizations. Supported models include the (adaptive) LASSO and elastic net penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.
Package details |
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Author | Yi Yang <yi.yang6@mcgill.ca>, Yuwen Gu <yuwen.gu@uconn.edu>, Hui Zou <hzou@stat.umn.edu> |
Maintainer | Yi Yang <yi.yang6@mcgill.ca> |
License | GPL (>= 2) |
Version | 1.0.6 |
URL | https://github.com/emeryyi/gcdnet |
Package repository | View on GitHub |
Installation |
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