gcdnet
R package for fitting penalized regressions using a successive upper-bound minimization algorithm
By Yi Yang, Yuwen Gu, and Hui Zou in R Package GitHub
September 14, 2022
The gcdnet package implements the adaptive lasso and elastic net penalized least squares, logistic regression, hybrid Huberized support vector machines, squared hinge loss support vector machines and expectile regression using a fast coordinate descent algorithm called the successive upper-bound minimization (SUM) algorithm.
- Posted on:
- September 14, 2022
- Length:
- 1 minute read, 42 words