softmax

the function calculates the softmax function for the multinomial response variable

Implements optimization techniques for Lasso regression, R.Tibshirani(1996)<doi:10.1111/j.2517-6161.1996.tb02080.x> using Fast Iterative Shrinkage-Thresholding Algorithm (FISTA) and Iterative Shrinkage-Thresholding Algorithm (ISTA) based on proximal operators, A.Beck(2009)<doi:10.1137/080716542>. The package is useful for high-dimensional regression problems and includes cross-validation procedures to select optimal penalty parameters.

YingHong Chen

ProxReg

Linear Models for Prediction and Classification using Proximal
Operators

Ferran Reverter Comes

Esteban Vegas Lozano

softmax function

<dl><dt>num</dt>
<dd>A numeric matrix or vector</dd></dl>

Arguments

Softmax function for multinomial response variable — softmax

<dl>

<dt>num</dt>
<dd>A numeric matrix or vector</dd>

</dl>

softmax: Softmax function for multinomial response variable

Description

Usage

Value

Arguments

Details