Dual Feature Reduction for SGL
Overview
Implementation of the Dual Feature Reduction (DFR) approach for the Sparse Group Lasso (SGL) and the Adaptive Sparse Group Lasso (aSGL) (Feser and Evangelou (2024) doi:10.48550/arXiv.2405.17094). The DFR approach is a feature reduction approach that applies strong screening to reduce the feature space before optimisation, leading to speed-up improvements for fitting SGL (Simon et al. (2013) doi:10.1080/10618600.2012.681250) and aSGL (Mendez-Civieta et al. (2020) doi:10.1007/s11634-020-00413-8 and Poignard (2020) doi:10.1007/s10463-018-0692-7) models. DFR is implemented using the Adaptive Three Operator Splitting (ATOS) (Pedregosa and Gidel (2018) doi:10.48550/arXiv.1804.02339) algorithm, with linear and logistic SGL models supported, both of which can be fit using k-fold cross-validation. Dense and sparse input matrices are supported.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK13 OK2026-05-02
Show 2 earlier changesHide 2 earlier changes
- ERROR11 OK, 1 ERROR2026-04-25
- OK14 OK2026-03-10
Documentation
- Help pages
- 8 (1 internal)includes a package overview page
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 96
- Median days to close, 50 most recently updated closed PRs
- not measured
Stars over time
Issues over time
2 development-tooling and community-health practices detected across 2 families in the upstream repository
Checks run against github.com/ff1201/dfr on 2026-10-21.
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.1.6Latest
- RR 4.5.0 released · 2025-04-11
- 0.1.52025-03-06 · diff ↗
- 0.1.42025-02-06 · diff ↗
- 0.1.32025-02-03 · diff ↗
- 0.1.22024-11-28 · diff ↗
- unarchivedReturned to CRAN2024-11-16
- 0.1.12024-11-16 · diff ↗
- archivedRemoved from CRAN2024-11-05requires archived package 'faux'
- 0.1.02024-09-26
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-09-26
- Total releases
- 7 / 2 yrs
- License
- GPL (>= 3) OSI
- Download size
- 81 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("dfr")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.48550/arxiv.2405.17094.
Cite the R Observatory
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