mixedLSR
From MaRDI portal
Software:5984604
Mixed, Low-Rank, and Sparse Multivariate Regression on High-Dimensional Data
Last update: 4 November 2022
Copyright license: MIT license, File License
Software version identifier: 0.1.0
Mixed, low-rank, and sparse multivariate regression ('mixedLSR') provides tools for performing mixture regression when the coefficient matrix is low-rank and sparse. 'mixedLSR' allows subgroup identification by alternating optimization with simulated annealing to encourage global optimum convergence. This method is data-adaptive, automatically performing parameter selection to identify low-rank substructures in the coefficient matrix.
This page was built for software: mixedLSR
