gelnet (version 1.2.1)

Generalized Elastic Nets

Description

Implements several extensions of the elastic net regularization scheme. These extensions include individual feature penalties for the L1 term, feature-feature penalties for the L2 term, as well as translation coefficients for the latter.

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Version

Install

install.packages('gelnet')

Monthly Downloads

228

Version

1.2.1

License

GPL (>= 3)

Maintainer

Artem Sokolov

Last Published

April 5th, 2016

Functions in gelnet (1.2.1)

adj2lapl

Generate a graph Laplacian

adj2nlapl

Generate a normalized graph Laplacian

gelnet

GELnet for linear regression, binary classification and one-class problems.

gelnet.logreg.obj

Logistic regression objective function value

gelnet.lin.obj

Linear regression objective function value

gelnet.cv

k-fold cross-validation for parameter tuning.

gelnet.oneclass.obj

One-class regression objective function value

L1.ceiling

The largest meaningful value of the L1 parameter

gelnet.ker

Kernel models for linear regression, binary classification and one-class problems.

gelnet.logreg

GELnet for logistic regression

gelnet.kor

Kernel one-class regression

gelnet.oneclass

GELnet for one-class regression

gelnet.lin

GELnet for linear regression

gelnet.krr

Kernel ridge regression

gelnet.klr

Kernel logistic regression

gelnet.L1bin

A GELnet model with a requested number of non-zero weights