CRAN/E | PSGD

PSGD

Projected Subset Gradient Descent

Installation

About

Functions to generate ensembles of generalized linear models using a greedy projected subset gradient descent algorithm. The sparsity and diversity tuning parameters are selected by cross-validation.

Key Metrics

Version 1.0.3
Published 2023-04-24 374 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks PSGD results

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Maintainer

Maintainer

Anthony Christidis

anthony.christidis@stat.ubc.ca

Authors

Anthony Christidis

aut / cre

Stefan Van Aelst

aut

Ruben Zamar

aut

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

PSGD archive

Imports

Rcpp ≥ 1.0.7

Suggests

testthat
mvnfast

LinkingTo

Rcpp
RcppArmadillo