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.


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.