hsm (0.1)

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A Path-Based BCD for Proximal Function of Latent Group Lasso.

https://arxiv.org/abs/1512.01631
http://cran.r-project.org/web/packages/hsm

Implementation of the block coordinate descent procedure for solving the proximal function of latent group Lasso, highlighted by decomposing a DAG into several non-overlapping path graphs, and getting closed-form solution for each path graph. The procedure was introduced as Algorithm 4 in Yan and Bien (2015) "Hierarchical Sparse Modeling: A Choice of Two Regularizers", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.

Maintainer: Xiaohan Yan
Author(s): Xiaohan Yan <xy257@cornell.edu>, Jacob Bien

License: GPL-3

Uses: knitr

Released over 1 year ago.


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