FastKRR
0.2.1Kernel Ridge Regression using 'RcppArmadillo'
Overview
Provides core computational operations in C++ via 'RcppArmadillo', enabling faster performance than pure R, improved numerical stability, and parallel execution with OpenMP where available. On systems without OpenMP support, the package automatically falls back to single-threaded execution with no user configuration required. For efficient model selection, it integrates with 'CVST' to provide sequential-testing cross-validation and additionally supports restricted maximum likelihood (REML) for continuous optimization of the regularization parameter. The package offers a unified interface for exact kernel ridge regression and three scalable approximations—Nyström, Pivoted Cholesky, and Random Fourier Features—allowing analyses with substantially larger sample sizes than are feasible with exact KRR. It also integrates with the 'tidymodels' ecosystem via the 'parsnip' model specification 'krr_reg', and the S3 method tunable.krr_reg(). To understand the theoretical background, one can refer to Wainwright (2019) doi:10.1017/9781108627771.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-2513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-07-1112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 4 earlier snapshots
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-04-2214 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1813 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 83%
- Documented parameters
- 86%
- Return-value docs
- 86%
- References docs
- 0%
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Dependencies
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Code & Tests
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Package metadata
- First published
- 2025-09-22
- Total releases
- 4 / 1 yrs
- License
- GPL (>= 2) OSI
- Download size
- 143 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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