gglasso (1.4)

Group Lasso Penalized Learning Using a Unified BMD Algorithm.

A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: .

Maintainer: Yi Yang
Author(s): Yi Yang <>, Hui Zou <>

License: GPL-2

Uses: Does not use any package
Reverse depends: scvxclustr

Released about 2 years ago.