README.md

In zhizuio/mixlasso: Mix lasso models

mixlasso

This package extends IPFStructPenalty for stratum-specific feature selection by using varying coefficients and random effects. The core algorithms of tree lasso have been coded in C++ for computational efficiency.

R package instruction

You can download the package and install it locally, or install it from github directly by the code:

```{r setup, include=FALSE} library(devtools) devtools::install_github("zhizuio/mixlasso")

# Troubleshooting

## Using all cores on HPC clusters

When running this package without parallelization, it might occupy all cores on HPC clusters. This is because an R dependency `mlegp` with setting BLAS/LAPACK uses all available cores by default. [One solution](https://stackoverflow.com/questions/30791550/limit-number-of-threads-in-numpy) is to set BLAS/OpenMP environment variables to control allocation:

```bash
export MKL_NUM_THREADS=1
export NUMEXPR_NUM_THREADS=1
export OMP_NUM_THREADS=1

zhizuio/mixlasso documentation built on March 21, 2022, 1:07 a.m.