Independently Interpretable Lasso

Efficient algorithms for fitting linear / logistic regression model with Independently Interpretable Lasso. Takada, M., Suzuki, T., & Fujisawa, H. (2018). Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables. AISTATS. < http://proceedings.mlr.press/v84/takada18a/takada18a.pdf>.


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Reference manual

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install.packages("iilasso")

0.0.2 by Masaaki Takada, a month ago


http://proceedings.mlr.press/v84/takada18a/takada18a.pdf


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


Authors: Masaaki Takada


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports Rcpp, Matrix

Suggests testthat, knitr, rmarkdown, MASS, parallel

Linking to Rcpp, BH


See at CRAN