yanxht/rare: Linear Model with Tree-Based Lasso Regularization for Rare Features

Implementation of an alternating direction method of multipliers algorithm for fitting a linear model with tree-based lasso regularization, which is proposed in Algorithm 1 of Yan and Bien (2018) <arXiv:1803.06675>. The package allows efficient model fitting on the entire 2-dimensional regularization path for large datasets. The complete set of functions also makes the entire process of tuning regularization parameters and visualizing results hassle-free.

Getting started

Package details

AuthorXiaohan Yan [aut, cre], Jacob Bien [aut, cre]
MaintainerXiaohan Yan <[email protected]>
URL https://github.com/yanxht/rare
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
yanxht/rare documentation built on May 26, 2019, 6:37 a.m.