Fast Structural Filtering
Adaptive Fast Fused Regression
Fast Fused Regression
Adaptive Fast Structural Filtering
Fast Structural Filtering
Adaptive Fast Sparse Fused Regression
Fast Sparse Fused Regression
Adaptive Fast Trend Filtering
Fast Trend Filtering
L0 Fused Regression
L0 Generalized Regression
L0 Trend Filtering
Plot L0 fitted value
Sparse L0 Fused Regression
An implementation of the fast structural filtering with L0 penalty. It includes an adaptive polynomial estimator by minimizing the least squares error with constraints on the number of breaks in their (k + 1)-st discrete derivative, for a chosen integer k >= 0. It also includes generalized structure sparsity constraint, i.e., graph trend filtering. This package is implemented via the primal dual active set algorithm, which formulates estimates and residuals as primal and dual variables, and utilizes efficient active set selection strategies based on the properties of the primal and dual variables.