Generic sparse group Lasso solver
This package provides a fast generic solver for sparse group lasso optimization problems. The loss (objective) function must be defined in a C++ module. The optimization problem is solved using a coordinate gradient descent algorithm. Convergence of the algorithm is established and the algorithm is applicable to a broad class of loss functions. Use of parallel computing for cross validation and subsampling is supported through the foreach and doParallel packages.
| System | Target | Derivation | Build status |
|---|---|---|---|
| x86_64-linux | /gnu/store/1j2m5xg1ppnkisj5d6y7jizfkz4qaxz7-r-sgloptim-1.3.8.drv | ||
| mips64el-linux | /gnu/store/0jah08abirn3cijq2iwn8gr5lbb61qzw-r-sgloptim-1.3.8.drv | ||
| i686-linux | /gnu/store/dgjmfxqsmsrwjizkiml854b7qbhhaa57-r-sgloptim-1.3.8.drv | ||
| i586-gnu | /gnu/store/iqf7z49fhqp2d0fbg22wnsal1bk9py46-r-sgloptim-1.3.8.drv | ||
| armhf-linux | /gnu/store/rgb4mdzikfcm93hsyh51mm5hn06djif2-r-sgloptim-1.3.8.drv | ||
| aarch64-linux | /gnu/store/zfmzc64k340pnvksqx1qxqb890gjm558-r-sgloptim-1.3.8.drv |
| Linter | Message | Location |
|---|---|---|
| No lint warnings ✓ | ||