| Name : R-dfr
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.1.1
| Date : 2024-09-30 19:03:53
|
| Group : Development/Libraries/Other
| Source RPM : R-dfr-0.1.0-lp155.1.1.src.rpm
|
| Size : 0.18 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Dual Feature Reduction for SGL
|
Description :
Implementation of the Dual Feature Reduction (DFR) approach for the
Sparse Group Lasso (SGL) and the Adaptive Sparse Group Lasso (aSGL)
(Feser and Evangelou (2024) < doi:10.48550/arXiv.2405.17094>). The DFR
approach is a feature reduction approach that applies strong screening
to reduce the feature space before optimisation, leading to speed-up
improvements for fitting SGL (Simon et al. (2013)
< doi:10.1080/10618600.2012.681250>) and aSGL (Mendez-Civieta et al.
(2020) < doi:10.1007/s11634-020-00413-8> and Poignard (2020)
< doi:10.1007/s10463-018-0692-7>) models. DFR is implemented using the
Adaptive Three Operator Splitting (ATOS) (Pedregosa and Gidel (2018)
< doi:10.48550/arXiv.1804.02339>) algorithm, with linear and logistic
SGL models supported, both of which can be fit using k-fold
cross-validation. Dense and sparse input matrices are supported.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
