| Name : R-picasso
| |
| Version : 1.3.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.2.1
| Date : 2021-12-11 15:33:31
|
| Group : Development/Libraries/Other
| Source RPM : R-picasso-1.3.1-lp154.2.1.src.rpm
|
| Size : 1.04 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Pathwise Calibrated Sparse Shooting Algorithm
|
Description :
Computationally efficient tools for fitting generalized linear model
with convex or non-convex penalty. Users can enjoy the superior
statistical property of non-convex penalty such as SCAD and MCP which
has significantly less estimation error and overfitting compared to
convex penalty such as lasso and ridge. Computation is handled by
multi-stage convex relaxation and the PathwIse CAlibrated Sparse
Shooting algOrithm (PICASSO) which exploits warm start initialization,
active set updating, and strong rule for coordinate preselection to
boost computation, and attains a linear convergence to a unique sparse
local optimum with optimal statistical properties. The computation is
memory-optimized using the sparse matrix output.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
