Fast Algorithms for Best Subset Selection

Highly optimized toolkit for approximately solving L0-regularized learning problems (aka best subset selection). The algorithms are based on coordinate descent and local combinatorial search. For more details, check the paper by Hazimeh and Mazumder (2018) ; the link is provided in the URL field below.


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install.packages("L0Learn")

1.2.0 by Hussein Hazimeh, 19 days ago


https://arxiv.org/abs/1803.01454


Browse source code at https://github.com/cran/L0Learn


Authors: Hussein Hazimeh , Rahul Mazumder


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Rcpp, Matrix, methods, ggplot2, reshape2

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


See at CRAN