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Nuclear Penalized Multinomial Regression
Fit multinomial logistic regression with a penalty on the nuclear norm of the estimated regression coefficient matrix, using proximal gradient descent.
- Version1.3.1
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Last release11/11/2023
Team
Scott Powers
Scott Powers, Trevor Hastie, Robert Tibshirani
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- Imports1 package