Lasso, Group Lasso, and Sparse-Group Lasso for Mixed Models

Proximal gradient descent solver for the operators lasso, (fitted) group lasso, and (fitted) sparse-group lasso. The implementation involves backtracking line search and warm starts. Input data needs to be clustered/ grouped for each group lasso variant before calling these algorithms.


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Reference manual

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install.packages("seagull")

1.1.0 by Jan Klosa, 5 months ago


https://github.com/jklosa/seagull


Report a bug at https://github.com/jklosa/seagull/issues


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


Authors: Jan Klosa [aut, cre] , Noah Simon [ths] , Dörte Wittenburg [ths]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, matrixStats

Suggests testthat, knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


See at CRAN