rare-package: Model path for tree-based lasso framework for selecting rare...
In yanxht/rare: Linear Model with Tree-Based Lasso Regularization for Rare Features

Description Details Author(s) References

The package fits the linear model with tree-based lasso regularization proposed in Yan and Bien (2018) using alternating direction method of multipliers (ADMM). The ADMM algorithm is proposed in Algorithm 1 of the same paper. The package also provides tools for tuning regularization parameters, making predictions from the fitted model and visualizing recovered groups of the covariates in a dendrogram.

Its main functions are rarefit, rarefit.cv, rarefit.predict, group.recover and group.plot.

Xiaohan Yan xy257@cornell.edu, Jacob Bien

Yan, X. and Bien, J. (2018) Rare Feature Selection in High Dimensions, https://arxiv.org/abs/1803.06675.

yanxht/rare documentation built on Jan. 25, 2022, 2:21 p.m.