PUlasso
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Software:5978841
High-Dimensional Variable Selection with Presence-Only Data
Last update: 18 December 2023
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.2, 2.1, 2.2, 3.1.1, 3.1, 3.2.2, 3.2.3, 3.2.4, 3.2.5
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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