Search results for "Descent algorithm"
showing 3 items of 3 documents
Estimation of sparse generalized linear models: the dglars package
2013
dglars is a public available R package that implements the method proposed in Augugliaro, Mineo and Wit (2013) developed to study the sparse structure of a generalized linear model. This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method (LARS). The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve; specifically a predictor-corrector algorithm and a cyclic coordinate descent algorithm.
Some properties of [tr(Q2p)]12p with application to linear minimax estimation
1990
Abstract A nondifferentiable minimization problem is considered which occurs in linear minimax estimation. This problem is solved by replacing the nondifferentiable maximal eigenvalue of a real nonnegative definite matrix Q with [tr( Q 2 p )] 1/2 p . It is shown that any descent algorithm with inexact step-length rule can be used to obtain linear minimax estimators for the parameter vector of a parameter-restricted linear model.
dglars: An R Package to Estimate Sparse Generalized Linear Models
2014
dglars is a publicly available R package that implements the method proposed in Augugliaro, Mineo, and Wit (2013), developed to study the sparse structure of a generalized linear model. This method, called dgLARS, is based on a differential geometrical extension of the least angle regression method proposed in Efron, Hastie, Johnstone, and Tibshirani (2004). The core of the dglars package consists of two algorithms implemented in Fortran 90 to efficiently compute the solution curve: a predictor-corrector algorithm, proposed in Augugliaro et al. (2013), and a cyclic coordinate descent algorithm, proposed in Augugliaro, Mineo, and Wit (2012). The latter algorithm, as shown here, is significan…