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.


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install.packages("rare")

0.1.1 by Xiaohan Yan, a year ago


https://github.com/yanxht/rare


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


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


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