Adaptive Sparsity Models

Implements Figueiredo EM algorithm for adaptive sparsity (Jeffreys prior) (see Figueiredo, M.A.T.; , "Adaptive sparseness for supervised learning," Pattern Analysis and Machine Intelligence, IEEE Transactions on , vol.25, no.9, pp. 1150- 1159, Sept. 2003) and Wong algorithm for adaptively sparse gaussian geometric models (see Wong, Eleanor, Suyash Awate, and P. Thomas Fletcher. "Adaptive Sparsity in Gaussian Graphical Models." In Proceedings of the 30th International Conference on Machine Learning (ICML-13), pp. 311-319. 2013.)


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install.packages("AdaptiveSparsity")

1.6 by Kris Campbell, a month ago


Browse source code at https://github.com/cran/AdaptiveSparsity


Authors: Kristen Zygmunt, Eleanor Wong, Tom Fletcher


Documentation:   PDF Manual  


LGPL (>= 3.0) license


Imports MASS, Matrix, Rcpp

Linking to Rcpp, RcppArmadillo


See at CRAN