tkdmah/iilasso: Independently Interpretable Lasso

Efficient algorithms for fitting linear / logistic regression model with Independently Interpretable Lasso. Takada, M., Suzuki, T., & Fujisawa, H. (2018). Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables. AISTATS. <http://proceedings.mlr.press/v84/takada18a/takada18a.pdf>.

Getting started

Package details

AuthorMasaaki Takada
MaintainerMasaaki Takada <tkdmah@gmail.com>
LicenseMIT + file LICENSE
Version0.0.3
URL http://proceedings.mlr.press/v84/takada18a/takada18a.pdf
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("tkdmah/iilasso")
tkdmah/iilasso documentation built on May 17, 2019, 6:38 a.m.