gcdnet (1.0.5)
LASSO and Elastic Net (Adaptive) Penalized Least Squares, Logistic Regression, HHSVM, Squared Hinge SVM and Expectile Regression using a Fast GCD Algorithm.
https://github.com/emeryyi/gcdnet
http://cran.r-project.org/web/packages/gcdnet
A generalized coordinate descent (GCD) algorithm for computing the solution path of the hybrid Huberized support vector machine (HHSVM) and its generalization, including the LASSO and elastic net (adaptive) penalized least squares, logistic regression, HHSVM, squared hinge loss SVM and expectile regression.
Maintainer:
Yi Yang
Author(s): Yi Yang <yi.yang6@mcgill.ca>, Hui Zou <hzou@stat.umn.edu>
License: GPL-2
Uses: Matrix
Released about 2 years ago.
5 previous versions
- gcdnet_1.0.4. Released about 6 years ago.
- gcdnet_1.0.3. Released over 6 years ago.
- gcdnet_1.0.2. Released almost 7 years ago.
- gcdnet_1.0.1. Released over 7 years ago.
- gcdnet_1.0.0. Released almost 8 years ago.
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