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) "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.


Reference manual

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0.2.0 by Xiaohan Yan, 4 years ago


Report a bug at https://github.com/yanxht/hsm/issues

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

Authors: Xiaohan Yan [aut, cre] , Jacob Bien [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

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See at CRAN