Description
Sparse Generalized Linear Model with L0 Approximation for Feature Selection.
Description
An efficient procedure for feature selection for generalized linear models with L0 penalty, including linear, logistic, Poisson, gamma, inverse Gaussian regression. Adaptive ridge algorithms are used to fit the models.
README.md
l0ara
What is it?
l0ara fits regularization for linear or generalized linear models with L0 penalty. Adaptive ridge algorithms are used to fit the models.
Installation
To install the latest version from github :
install.packages("devtools")
devtools::install_github("wguo1990/l0ara")
To install from CRAN:
install.packages("l0ara")