hsm: A Path-Based BCD for Proximal Function of Latent Group Lasso

Implementation of the block coordinate descent procedure for solving the proximal function of latent group Lasso, highlighted by decomposing a DAG into several non-overlapping path graphs, and getting closed-form solution for each path graph. The procedure was introduced as Algorithm 4 in Yan and Bien (2015) <https://arxiv.org/abs/1512.01631> "Hierarchical Sparse Modeling: A Choice of Two Regularizers", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.

Version: 0.1
Depends: R (≥ 3.2.1)
Suggests: knitr
Published: 2016-06-09
Author: Xiaohan Yan, Jacob Bien
Maintainer: Xiaohan Yan <xy257 at cornell.edu>
License: GPL-3
URL: https://arxiv.org/abs/1512.01631
NeedsCompilation: yes
CRAN checks: hsm results

Downloads:

Reference manual: hsm.pdf
Vignettes: Using the hsm package
Package source: hsm_0.1.tar.gz
Windows binaries: r-devel: hsm_0.1.zip, r-release: hsm_0.1.zip, r-oldrel: hsm_0.1.zip
OS X El Capitan binaries: r-release: hsm_0.1.tgz
OS X Mavericks binaries: r-oldrel: hsm_0.1.tgz

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