hal9001: The Scalable Highly Adaptive Lasso
| Main Authors: | Coyle, Jeremy R, Hejazi, Nima S, van der Laan, Mark J |
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| Format: | info software Journal |
| Terbitan: |
, 2019
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| Subjects: | |
| Online Access: |
https://zenodo.org/record/3558314 |
Daftar Isi:
- A scalable implementation of the highly adaptive lasso algorithm,including routines for constructing sparse matrices of basis functions of the observed data, as well as a custom implementation of Lasso regression tailored to enhance efficiency when the matrix of predictors is composed exclusively of indicator basis functions. For ease of use and increased flexibility, the Lasso fitting routines may invoke code from the glmnet package optionally.