fuser 1.0.1
- Introduced option to scale sum-squared loss per subgroup by the
subgroup sample size. This improves performance in situations with
unbalanced groups.
- Fixed warning caused by deprecated function in the Matrix
package.
fuser 1.0.0
First full release of fuser package for subgroup regression with
fusion penalties.
Features
- L1 and L2 fusion penalized regression across heterogeneous
subgroups.
- Ability to deal with high-dimensional datasets (tens of thousands of
covariates).
- C implementation for additional speed gains.