hugogogo/sprintr: Sparse Reluctant Interaction Modeling

An implementation of a computationally efficient method to fit large-scale interaction models based on the reluctant interaction selection principle. The method and its properties are described in greater depth in Yu, G., Bien, J., and Tibshirani, R.J. (2019) "Reluctant interaction modeling", which is available at <arXiv:1907.08414>.

install.packages("remotes")
remotes::install_github("hugogogo/sprintr")