Package: L0Learn 2.0.5

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) <10.1287/opre.2019.1919>.

Authors:Hussein Hazimeh [aut, cre], Rahul Mazumder [aut], Tim Nonet [aut]

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L0Learn.pdf |L0Learn.html
L0Learn/json (API)

# Install 'L0Learn' in R:
install.packages('L0Learn', repos = c('https://hazimehh.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/hazimehh/l0learn/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

compressed-sensingfeature-selectionl0-regularizationl0learnmachine-learningregularizationsparse-modelingsparse-regression

7.11 score 94 stars 92 scripts 895 downloads 1 mentions 3 exports 34 dependencies

Last updated 1 years agofrom:3f695c567e. Checks:OK: 1 WARNING: 8. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 07 2024
R-4.5-win-x86_64WARNINGNov 07 2024
R-4.5-linux-x86_64WARNINGNov 07 2024
R-4.4-win-x86_64WARNINGNov 07 2024
R-4.4-mac-x86_64WARNINGNov 07 2024
R-4.4-mac-aarch64WARNINGNov 07 2024
R-4.3-win-x86_64WARNINGNov 07 2024
R-4.3-mac-x86_64WARNINGNov 07 2024
R-4.3-mac-aarch64WARNINGNov 07 2024

Exports:GenSyntheticL0Learn.cvfitL0Learn.fit

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigplyrR6RColorBrewerRcppRcppArmadilloreshape2rlangscalesstringistringrtibbleutf8vctrsviridisLitewithr

L0Learn Vignette

Rendered fromL0Learn-vignette.Rmdusingknitr::rmarkdownon Nov 07 2024.

Last update: 2021-05-30
Started: 2018-07-02

Readme and manuals

Help Manual

Help pageTopics
A package for L0-regularized learningL0Learn-package
Extract Solutionscoef.L0Learn coef.L0LearnCV
Generate Synthetic DataGenSynthetic
Generate Expoentential Correlated Synthetic DataGenSyntheticHighCorr
Generate Logistic Synthetic DataGenSyntheticLogistic
Cross ValidationL0Learn.cvfit
Fit an L0-regularized modelL0Learn.fit
Plot Regularization Pathplot.L0Learn
Plot Cross-validation Errorsplot.L0LearnCV
Predict Responsepredict.L0Learn predict.L0LearnCV
Print L0Learn.fit objectprint.L0Learn print.L0LearnCV