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Efficient procedure for fitting regularization paths between L1 and L0, using the MC+ penalty of Zhang, C.H. (2010)doi:10.1214/09-AOS729. Implements the methodology described in Mazumder, Friedman and Hastie (2011) doi:10.1198/jasa.2011.tm09738. Sparsenet computes the regularization surface over both the family parameter and the tuning parameter by coordinate descent.
| Citation | sparsenet citation info |
| hastie.su.domains/public/Papers/Sparsenet/Mazumder-SparseNetCoordinateDescent-2011.pdf |
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