• glasso

  • Referenced in 251 articles [sw07432]
  • graphical lasso: new insights and alternatives. The graphical lasso [5] is an algorithm for learning ... solving the dual of the graphical lasso penalized likelihood, by block coordinate ascent; a result...
  • glmnet

  • Referenced in 238 articles [sw08159]
  • package glmnet: Lasso and elastic-net regularized generalized linear models. Extremely efficient procedures for fitting ... entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models...
  • timereg

  • Referenced in 59 articles [sw08068]
  • modelling. PLS for the additive risk model. Lasso in ahaz package...
  • lars

  • Referenced in 32 articles [sw08165]
  • package lars: Least Angle Regression, Lasso and Forward Stagewise. Efficient procedures for fitting an entire ... lasso sequence with the cost of a single least squares fit. Least angle regression ... forward stagewise regression are related to the lasso, as described in the paper below...
  • LASSO

  • Referenced in 27 articles [sw02850]
  • gradient descent algorithm for LASSO LASSO is a useful method to achieve the shrinkage ... variable selection simultaneously. The main idea of LASSO is to use the L1 constraint ... Starting from linear models, the idea of LASSO - using the L1 constraint, has been applied...
  • covTest

  • Referenced in 45 articles [sw19129]
  • linear modelling. Can be used with LARS (lasso) for linear models, elastic net, binomial...
  • hierNet

  • Referenced in 21 articles [sw09625]
  • hierNet: A Lasso for Hierarchical Interactions. Fits sparse interaction models for continuous and binary responses ... Taylor, J., Tibshirani, R., (2013) ”A Lasso for Hierarchical Interactions.” Annals of Statistics...
  • BLOOMP

  • Referenced in 17 articles [sw06454]
  • hard thresholding (IHT), basis pursuit (BP), and Lasso, and result in the modified algorithms BLOOMP ... BLOSP, BLOIHT, BP-BLOT, and Lasso-BLOT, respectively. Under appropriate conditions, it is proved that ... dynamic range near unity BP-BLOT and Lasso-BLOT with the optimized regularization parameter have...
  • huge

  • Referenced in 27 articles [sw08466]
  • minor convergence problem of the graphical lasso algorithm is corrected; (5) the package allows...
  • flare

  • Referenced in 11 articles [sw12406]
  • flare: Family of Lasso Regression. The package ”flare” provides the implementation of a family ... Lasso variants including Dantzig Selector, LAD Lasso, SQRT Lasso, Lq Lasso for estimating high dimensional ... also provide the extension of these Lasso variants to sparse Gaussian graphical model estimation including...
  • ParNes

  • Referenced in 12 articles [sw08366]
  • this article, we propose an algorithm, nesta-lasso, for the lasso problem, i.e., an underdetermined ... sparsity condition on the solution, that nesta-lasso is guaranteed to be almost always locally ... underdetermined least squares problem) by using nesta-lasso in conjunction with the Pareto root-finding...
  • GraphLab

  • Referenced in 17 articles [sw12830]
  • belief propagation, Gibbs sampling, Co-EM, Lasso and Compressed Sensing. We show that using GraphLab...
  • gamsel

  • Referenced in 15 articles [sw19132]
  • Generalized Additive Models. Using overlap grouped lasso penalties, gamsel selects whether a term...
  • grplasso

  • Referenced in 9 articles [sw08193]
  • grplasso: Fitting user specified models with Group Lasso penalty. Fits user specified (GLM-) models with ... Group Lasso penalty...
  • selectiveInference

  • Referenced in 9 articles [sw19124]
  • forward stepwise regression, least angle regression, the lasso, and the many means problem. The lasso...
  • pi-MASS

  • Referenced in 12 articles [sw17249]
  • analyses and the penalized regression method LASSO. Methods described here are implemented in a software...
  • msgl

  • Referenced in 7 articles [sw26552]
  • package msgl: Multinomial Sparse Group Lasso. Multinomial logistic regression with sparse group lasso penalty. Simultaneous ... classes. The algorithm computes the sparse group lasso penalized maximum likelihood estimate. Use of parallel...
  • gglasso

  • Referenced in 8 articles [sw14361]
  • gglasso: Group Lasso Penalized Learning Using A Unified BMD Algorithm. This package implements a unified ... computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized...
  • blasso

  • Referenced in 10 articles [sw06769]
  • bridge between ridge regression and the lasso. The estimate that it produces can be viewed...
  • elasticnet

  • Referenced in 10 articles [sw08181]
  • functions for estimating sparse Principal Components. The Lasso solution paths can be computed...