HDIM
1.0.0
Packages for High Dimensional Linear Regression
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▼Nhdim | |
▼Ninternal | |
CAbstractSolver | Abstract base class for all iterative solvers |
CScreeningSolver | Abstract base class for Solvers that use GAP SAFE screening rules |
CSolver | Abstract base class for solvers that do not make use of GAP SAFE screening rules |
CSubGradientSolver | Abstract base class for Sub-Gradient Descent algorithms ,such as ISTA and FISTA, with backtracking line search |
CBinarize | Functor to convert vector of values into support vector |
CCoordinateDescentWithScreen | |
CFISTA | Run the Fast Iterative Shrinking and Thresholding Algorthim |
CFOS | The main FOS algorithim |
CISTA | Run the Iterative Shrinking and Thresholding Algorthim |
CLazyCoordinateDescent | |
CSoftThres | Soft Threshold functor used to apply hdim::soft_threshold to each element in a matrix or vector |
CSupportSift | |
CX_FOS | The FOS algorithim |
CJS_FOS |