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.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of gcdnet yet. Want to be the first? Write one now.
Related packages: … (20 best matches, based on common tags.)
Search for gcdnet on google, google scholar, r-help, r-devel.
Visit gcdnet on R Graphical Manual.