msgl (0.1.1)

High dimensional multiclass classification using sparse group lasso.

http://arxiv.org/abs/1205.1245 http://arma.sourceforge.net/
http://www.mozilla.org/MPL/2.0/
http://www.boost.org/
http://www.boost.org/users/license.html
http://cran.r-project.org/web/packages/msgl

Sparse group lasso multiclass classification, suitable for high dimensional problems with many classes (see url). Fast algorithm for solving the multinomial sparse group lasso optimization problem. Use of multiple processors for cross validation and subsampling is supported through OpenMP. The Armadillo C++ library is used as the primary linear algebra engine. Armadillo is licensed under the MPL 2.0 (see url). The Armadillo C++ library is primarily developed at NICTA (Australia) by Conrad Sanderson, with contributions from around the world. Furthermore the package utilize various Boost libraries, in particular the Tuple library by Jaakko Jarvi and the Random library by Jens Maurer. The Boost libraries are licensed under the Boost Software License (see url).

Maintainer: Martin Vincent
Author(s): Martin Vincent (Sparse group lasso), Conrad Sanderson (Armadillo), Jaakko Jarvi (Boost Tuple) and Jens Maurer (Boost Random)

License: GPL (>= 2)

Uses: Matrix

Released over 6 years ago.