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ProxReg (version 0.1.1)

Linear Models for Prediction and Classification using Proximal Operators

Description

Implements optimization techniques for Lasso regression, R.Tibshirani(1996) using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and Iterative Shrinkage-Thresholding Algorithm (ISTA) based on proximal operators, A.Beck(2009). The package is useful for high-dimensional regression problems and includes cross-validation procedures to select optimal penalty parameters.

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Version

Install

install.packages('ProxReg')

Monthly Downloads

214

Version

0.1.1

License

MIT + file LICENSE

Maintainer

YingHong Chen

Last Published

March 15th, 2025

Functions in ProxReg (0.1.1)

lasso_fista_back

Lasso regression with backtraking line research with FISTA algorithm

Lasso logistic regression for multinomial response variable with fixed step

lasso_multi_back

Lasso regression with backtraking line research for multinomial response variable

image recovery using Lasso regression

lasso_ista_back

Lasso regression with backtraking line research

Lasso regression with fixed step with ISTA algorithm

K-Fold Cross validation for L1/L2 regression

rectangular hole in image

Lasso regression with fixed step with FISTA algorithm

Softmax function for multinomial response variable

Ridge regression

K-Fold Cross Validation for OLS

Ordinary Least Square regression