muscor (0.2)

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Multi-stage Convex Relaxation.

http://cran.r-project.org/web/packages/muscor

muscor is a package that solves a number of convex/non-convex sparse regularization formulations for regression or binary classification using multi-stage convex relaxation algorithm, described in the paper "Multi-stage Convex Relaxation for Learning with Sparse Regularization". Loss functions include least squares, logistic, truncated ls/huber. Regularization conditions include Lp + L2 (p in (0,1]), or capped-L1.

Maintainer: Tong Zhang
Author(s): Tong Zhang <tongz@rci.rutgers.edu>

License: GPL (>= 2)

Uses: Does not use any package

Released almost 6 years ago.


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