tkdmah/iilasso

Overview

This package provides efficient algorithms for fitting linear / logistic regression model with Independently Interpretable Lasso.

Installation

To install: install.packages("iilasso")

References

Takada, M., Suzuki, T., & Fujisawa, H. (2018). Independently Interpretable Lasso: A New Regularizer for Sparse Regression with Uncorrelated Variables. AISTATS. http://proceedings.mlr.press/v84/takada18a/takada18a.pdf