Regularization Paths of L1-Penalized SVMs
Overview
Computes regularization paths for L1-penalized support vector machine (SVM) models, including the standard SVM, receiver operating characteristic SVM (ROC-SVM), and fraud detection SVM (FD-SVM). The package implements efficient path algorithms to obtain solutions over a wide range of regularization parameter values. It also provides cross-validation for selecting an optimal regularization parameter, along with functions for prediction, visualization, and summarization of the fitted models. For more details, see Zhu et al. (2003) https://proceedings.neurips.cc/paper_files/paper/2003/file/49d4b2faeb4b7b9e745775793141e2b2-Paper.pdf, Kim et al. (2021) doi:10.1002/sta4.400, Park et al. (2023) doi:10.1007/s42952-023-00207-6.
Install
Health
- OK12 OKNow
- OK4 OK2026-10-21
Documentation
- Help pages
- 11
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 75%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 45%
Downloads
Dependencies
Installing l1penSVMs adds 15 packages (10 with compiled code, 21 MB of source tarballs). Heaviest: stringi 11 MB, data.table 5.7 MB, vctrs 1.0 MB.
Code & Tests
People & History
- 0.1.0Latest2026-10-21 · current release ·
10 days in CRAN's queue
Listed in CRAN's incoming queue from 2026-10-12 01:57 to 2026-10-21 15:47 UTC, in 53 readings. It was also listed earlier, first on 2026-10-03 21:57 UTC, and left the queue for more than a day before this stay. - RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-10-21
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 18 KB
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