Sparse Generalized Linear Model with L0 Approximation for Feature Selection
print coefficients from a "cv.l0ara" object.
print coefficients from a "l0ara" object.
cross-validation for l0ara
fit a generalized linear model with l0 penalty
plot for an "cv.l0ara" object
plot for an "l0ara" object
make predictions from a "l0ara" object.
summarizing the fits from a "cv.l0ara" object.
summarizing the fits from a "l0ara" object.
An efficient procedure for feature selection for generalized linear models with L0 penalty, including linear, logistic, Poisson, gamma, inverse Gaussian regression. Adaptive ridge algorithms are used to fit the models.