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hqreg - Regularization Paths for Lasso or Elastic-Net Penalized Huber Loss Regression and Quantile Regression
Offers efficient algorithms for fitting regularization paths for lasso or elastic-net penalized regression models with Huber loss, quantile loss or squared loss. Reference: Congrui Yi and Jian Huang (2017) <doi:10.1080/10618600.2016.1256816>.
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elastic-nethigh-dimensionalhuber-loss-regressionlassomachine-learning-algorithmsquantile-regressionregularization-paths
5.89 score 10 stars 4 dependents 64 scripts 722 downloadssparseSVM - Solution Paths of Sparse High-Dimensional Support Vector Machine with Lasso or Elastic-Net Regularization
Offers a fast algorithm for fitting solution paths of sparse SVM models with lasso or elastic-net regularization. Reference: Congrui Yi and Jian Huang (2017) <doi:10.1080/10618600.2016.1256816>.
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elasticnethigh-dimensionallassomachine-learning-algorithmsregularization-pathssvm
4.83 score 6 stars 1 dependents 25 scripts 249 downloads