A unified algorithm, blockwise-majorization-descent (BMD), for efficiently computing the solution paths of the group-lasso penalized least squares, logistic regression, Huberized SVM and squared SVM. The package is an implementation of Yang, Y. and Zou, H. (2015) DOI: <doi:10.1007/s11222-014-9498-5>.
copied from cf-staging / r-gglasso| Label | Latest Version |
|---|---|
| main | 1.5.1 |
| cf201901 | 1.4 |
| cf202003 | 1.5 |
| gcc7 | 1.4 |
