Description
Group Lasso Penalized Learning Using a Unified BMD Algorithm.
Description
A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: <doi:10.1007/s11222-014-9498-5>.
README.md
gglasso
An R package for fitting the group lasso
Installation
You can install the development version of gglasso from GitHub with:
install.packages("pacman")
pacman::p_install_gh("emeryyi/gglasso")