muscor
0.2Multi-stage Convex Relaxation
Overview
muscor is a package that solves a number of convex/non-convex sparse regularization formulations for regression or binary classification using multi-stage convex relaxation algorithm, described in the paper "Multi-stage Convex Relaxation for Learning with Sparse Regularization". Loss functions include least squares, logistic, truncated ls/huber. Regularization conditions include Lp + L2 (p in (0,1]), or capped-L1.
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Documentation
- Examples that run
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- Documented parameters
- 92%
- Return-value docs
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- References docs
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Code & Tests
People & History
1 release. R releases are shown for context.
- 0.2archived2008-11-08
- RR 2.8.0 released · 2008-10-20
- 0.22008-10-17
- RR 2.7.0 released · 2008-04-22
Package metadata
- Total releases
- 1
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.0.0
- Bundled data
- 375 KB / 1 file
- Download size
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- With dependencies
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