sparsestep

cranv1.0.1

SparseStep Regression. Implements the SparseStep model for solving regression problems with a sparsity constraint on the parameters. The SparseStep regression model was proposed in Van den Burg, Groenen, and Alfons (2017) <arXiv:1701.06967>. In the model, a regularization term is added to the regression problem which appr

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GjjvdBurg/SparseStep
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First published · 2021-01-10 16:26:40

Last updated · 2021-01-10T13:50:02+00:00