Package: oscar 1.2.1
oscar: Optimal Subset Cardinality Regression (OSCAR) Models Using the L0-Pseudonorm
Optimal Subset Cardinality Regression (OSCAR) models offer regularized linear regression using the L0-pseudonorm, conventionally known as the number of non-zero coefficients. The package estimates an optimal subset of features using the L0-penalization via cross-validation, bootstrapping and visual diagnostics. Effective Fortran implementations are offered along the package for finding optima for the DC-decomposition, which is used for transforming the discrete L0-regularized optimization problem into a continuous non-convex optimization task. These optimization modules include DBDC ('Double Bundle method for nonsmooth DC optimization' as described in Joki et al. (2018) <doi:10.1137/16M1115733>) and LMBM ('Limited Memory Bundle Method for large-scale nonsmooth optimization' as in Haarala et al. (2004) <doi:10.1080/10556780410001689225>). The OSCAR models are comprehensively exemplified in Halkola et al. (2023) <doi:10.1371/journal.pcbi.1010333>). Multiple regression model families are supported: Cox, logistic, and Gaussian.
Authors:
oscar_1.2.1.tar.gz
oscar_1.2.1.zip(r-4.5)oscar_1.2.1.zip(r-4.4)oscar_1.2.1.zip(r-4.3)
oscar_1.2.1.tgz(r-4.4-x86_64)oscar_1.2.1.tgz(r-4.4-arm64)oscar_1.2.1.tgz(r-4.3-x86_64)oscar_1.2.1.tgz(r-4.3-arm64)
oscar_1.2.1.tar.gz(r-4.5-noble)oscar_1.2.1.tar.gz(r-4.4-noble)
oscar.pdf |oscar.html✨
oscar/json (API)
NEWS
# Install 'oscar' in R: |
install.packages('oscar', repos = c('https://syksy.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/syksy/oscar/issues
fortranpenalized-regressionregression
Last updated 1 years agofrom:7b4f61bcc8. Checks:OK: 4 NOTE: 5. Indexed: yes.
Target | Result | Date |
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Doc / Vignettes | OK | Oct 22 2024 |
R-4.5-win-x86_64 | NOTE | Oct 22 2024 |
R-4.5-linux-x86_64 | NOTE | Oct 22 2024 |
R-4.4-win-x86_64 | NOTE | Oct 22 2024 |
R-4.4-mac-x86_64 | NOTE | Oct 22 2024 |
R-4.4-mac-aarch64 | NOTE | Oct 22 2024 |
R-4.3-win-x86_64 | OK | Oct 22 2024 |
R-4.3-mac-x86_64 | OK | Oct 22 2024 |
R-4.3-mac-aarch64 | OK | Oct 22 2024 |
Exports:coefcostfeatkitsoscaroscar.binarizeoscar.binplotoscar.bsoscar.bs.boxplotoscar.bs.koscar.bs.plotoscar.bs.visuoscar.controloscar.cost.afteroscar.cvoscar.cv.visuoscar.paretooscar.pareto.visuoscar.sparsifyoscar.visuplotpredictshow