A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI:
|Author||Yi Yang <[email protected]>, Hui Zou <[email protected]>|
|Date of publication||2017-9-12 11:11:11|
|Package repository||View on GitHub|
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