hsm-package: Block coordinate descent based on path graphs for proximal...
In yanxht/hsm: A Path-Based BCD for Proximal Function of Latent Group Lasso
Description
Details
Author(s)
References
Description
hsm is the R package implementing Algorithm 4 of Yan & Bien (2017)
that uses path-graph-based BCD to solve the proximal operator of latent
group Lasso in hierarchical sparse modeling (HSM). The algorithm solves
the proximal operator using BCD that circles over path graphs decomposed
a directed acyclic graph (DAG).
Details
The package is designed for situation in which latent group Lasso is used
to achieve hierarchical sparsity pattern in a DAG.
The hierarchical sparsity pattern is one when parameters embedded in a node being
set to zero, all the parameters embedded in the descendant nodes in DAG are
zeroed out as well.
Its main functions are hsm, hsm.path.
Author(s)
Xiaohan Yan xy257@cornell.edu, Jacob Bien
References
Yan, X. and Bien, J. (2017). Hierarchical Sparse Modeling:
A Choice of Two Group Lasso Formulations. Statist. Sci. 32,
no. 4, 531–560. doi:10.1214/17-STS622.
yanxht/hsm documentation built on May 26, 2019, 6:37 a.m.
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Description Details Author(s) References
Description
hsm is the R package implementing Algorithm 4 of Yan & Bien (2017)
that uses path-graph-based BCD to solve the proximal operator of latent
group Lasso in hierarchical sparse modeling (HSM). The algorithm solves
the proximal operator using BCD that circles over path graphs decomposed
a directed acyclic graph (DAG).
Details
The package is designed for situation in which latent group Lasso is used to achieve hierarchical sparsity pattern in a DAG. The hierarchical sparsity pattern is one when parameters embedded in a node being set to zero, all the parameters embedded in the descendant nodes in DAG are zeroed out as well.
Its main functions are hsm, hsm.path.
Author(s)
Xiaohan Yan xy257@cornell.edu, Jacob Bien
References
Yan, X. and Bien, J. (2017). Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations. Statist. Sci. 32, no. 4, 531–560. doi:10.1214/17-STS622.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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