rare-package

<p>The package fits the linear model with tree-based lasso regularization proposed in
Yan and Bien (2018) using alternating direction method of multipliers
(ADMM). The ADMM algorithm is proposed in Algorithm 1 of the same paper.
The package also provides tools for tuning regularization
parameters, making predictions from the fitted model and visualizing recovered
groups of the covariates in a dendrogram.</p>

Implementation of an alternating direction method of multipliers
algorithm for fitting a linear model with tree-based lasso regularization,
which is proposed in Algorithm 1 of Yan and Bien (2018) <arXiv:1803.06675>.
The package allows efficient model fitting on the entire 2-dimensional
regularization path for large datasets. The complete set of functions
also makes the entire process of tuning regularization parameters and
visualizing results hassle-free.

Xiaohan Yan

rare-package: Model path for tree-based lasso framework for selecting rare features

Description

Arguments

Details

References