PUlasso (Q5978841)
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High-Dimensional Variable Selection with Presence-Only Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PUlasso |
High-Dimensional Variable Selection with Presence-Only Data |
Statements
Efficient algorithm for solving PU (Positive and Unlabeled) problem in low or high dimensional setting with lasso or group lasso penalty. The algorithm uses Maximization-Minorization and (block) coordinate descent. Sparse calculation and parallel computing are supported for the computational speed-up. See Hyebin Song, Garvesh Raskutti (2018) <arXiv:1711.08129>.
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18 December 2023
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