L0Learn
Fast Algorithms for Best Subset Selection
Highly optimized toolkit for approximately solving L0-regularized learning problems (a.k.a. best subset selection). The algorithms are based on coordinate descent and local combinatorial search. For more details, check the paper by Hazimeh and Mazumder (2020)
- GitHub
- https://pubsonline.informs.org/doi/10.1287/opre.2019.1919
- File a bug report
- L0Learn results
- L0Learn.pdf
- Version2.1.0
- R version≥ 3.3.0
- LicenseMIT
- Licensefile LICENSE
- Needs compilation?Yes
- Last release03/07/2023
Documentation
Team
Hussein Hazimeh
Rahul Mazumder
Show author detailsRolesAuthorTim Nonet
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- Depends1 package
- Imports6 packages
- Suggests6 packages
- Linking To2 packages