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 (2017) <doi:10.1214/17-STS622> "Hierarchical Sparse Modeling: A Choice of Two Group Lasso Formulations", and the closed-form solution for each path graph is solved in Algorithm 3 of that paper.

Version: 0.2.0
Depends: R (≥ 3.2.1)
Suggests: knitr
Published: 2018-03-22
Author: Xiaohan Yan [aut, cre], Jacob Bien [aut, cre]
Maintainer: Xiaohan Yan <xy257 at cornell.edu>
BugReports: https://github.com/yanxht/hsm/issues
License: GPL-3
URL: https://github.com/yanxht/hsm
NeedsCompilation: yes
CRAN checks: hsm results

Downloads:

Reference manual: hsm.pdf
Vignettes: Using the hsm package
Package source: hsm_0.2.0.tar.gz
Windows binaries: r-devel: hsm_0.2.0.zip, r-release: hsm_0.2.0.zip, r-oldrel: hsm_0.2.0.zip
OS X binaries: r-release: hsm_0.2.0.tgz, r-oldrel: hsm_0.2.0.tgz
Old sources: hsm archive

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