Description
Adaptive Double Sparse Iterative Hard Thresholding.
Description
Solving the high-dimensional double sparse linear regression via iterative hard thresholding algorithm. For more details, please see Zhang et al. (2024, <DOI:10.48550/arXiv.2305.04182>).
README.md
ADSIHT
ADSIHT aims to solve the high-dimensional double sparse linear regression problem, that is, a combination of element-wise and group-wise sparsity. In our paper, we show that our algorithm achieves the minimax optimality with fast linear convergence.
Installation
Installation of the ADSIHT package can be done directly from GitHub:
install.packages("remotes")
remotes::install_github("ADSIHT/ADSIHT")
References
Zhang Yanhang, Zhifan Li, and Jianxin Yin. "A minimax optimal approach to high-dimensional double sparse linear regression." arXiv preprint arXiv:2305.04182 (2023).
Contact
Please direct questions and comments to the issues page.