Linear Model with Tree-Based Lasso Regularization for Rare Features

Implementation of an alternating direction method of multipliers algorithm for fitting a linear model with tree-based lasso regularization, which is proposed in Algorithm 1 of Yan and Bien (2018) . The package allows efficient model fitting on the entire 2-dimensional regularization path for large datasets. The complete set of functions also makes the entire process of tuning regularization parameters and visualizing results hassle-free.


Reference manual

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0.1.1 by Xiaohan Yan, 10 months ago

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

Documentation:   PDF Manual  

GPL-3 license

Imports Matrix, glmnet, Rcpp

Suggests knitr, dendextend, rmarkdown

Linking to Rcpp, RcppArmadillo

See at CRAN