jaredhuling oem issues - Githubissues

jaredhuling / oem

Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm

http://jaredhuling.org/oem

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issues

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Inclusion of Area Under the Precision Recall Curves as the measure to evaluate cross-validation

#24 pedro-ribeirosantiago opened 3 years ago
0
AUPRC as a loss function

#23 pedro-ribeirosantiago opened 3 years ago
7
Mean Squared Error - OEM

#22 Henrik54 closed 3 years ago
0
available model families

#21 rkb965 opened 4 years ago
0
Installation error on windows

#20 bryorsnef closed 4 years ago
7
Unable to install OEM

#19 IvarMaseng closed 4 years ago
4
Error Using OEM with Categorical Variables

#18 chandrabanerjee opened 5 years ago
2
n slighly > p

#17 mrrizkallah closed 5 years ago
1
oem for real data analysis

#16 LauraTurbatu opened 6 years ago
1
Support observation weights

#15 tomwenseleers opened 6 years ago
2
Support AIC and BIC calculation

#14 tomwenseleers closed 6 years ago
5
Support box constraints?

#13 tomwenseleers opened 6 years ago
3
add parallel computation of X'X and X'y for sparse versions of oem

#12 jaredhuling opened 7 years ago
0
add option to orthonormalize within groups for group penalties

#11 jaredhuling opened 7 years ago
0
implement fast cross validation (xval) for big.matrix objects

#10 jaredhuling opened 7 years ago
0
implement big.oem for `family = "binomial"`

#9 jaredhuling opened 7 years ago
0
fix max lambda calculation to account for `penalty.factor`

#8 jaredhuling opened 7 years ago
0
add sparse group lasso and other sparse group penalties

#7 jaredhuling closed 7 years ago
0
allow for multiple 'gamma' values to be set by user

#6 jaredhuling closed 6 years ago
0
allow for multiple 'alpha' values to be set by user

#5 jaredhuling closed 6 years ago
0
separate lambda sequence for each penalty

#4 jaredhuling closed 7 years ago
0
Mnet or Snet penalties

#3 khotilov closed 7 years ago
6
Some fixes and optimizations

#2 yixuan closed 7 years ago
0
fatal error: 'Linalg/AVX.h' file not found

#1 dselivanov closed 7 years ago
4