gglasso

cranv1.6

Group Lasso Penalized Learning Using a Unified BMD Algorithm. A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) <doi:10.1007/s11222-014-9498-5>.

License GPL-2strong copyleft0 versions1 maintainers1 deps299 weekly dl
archer-yang-lab/gglasso
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10/25
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3/20
popularity
25/25
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2/15
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First published · 2025-05-08 04:54:36

Last updated · 2025-05-08T03:00:01+00:00