gglasso: Group Lasso Penalized Learning Using A Unified BMD Algorithm. This package implements a unified algorithm, blockwise-majorization-decent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM.
Keywords for this software
References in zbMATH (referenced in 2 articles )
Showing results 1 to 2 of 2.
- Yang, Lei; Lv, Shaogao; Wang, Junhui: Model-free variable selection in reproducing kernel Hilbert space (2016)
- Yang, Yi; Zou, Hui: A fast unified algorithm for solving group-lasso penalize learning problems (2015)