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Software:146889
Nuclear Penalized Multinomial Regression
Last update: 11 November 2023
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.2, 1.0, 1.1, 1.3, 1.3.1
Fit multinomial logistic regression with a penalty on the nuclear norm of the estimated regression coefficient matrix, using proximal gradient descent.
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