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info.json
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info.json
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{
"abstract": "We develop an <tt>R</tt> package FASTCLIME for solving a family of regularized linear programming (LP) problems. Our package efficiently implements the parametric simplex algorithm, which provides a scalable and sophisticated tool for solving large- scale linear programs. As an illustrative example, one use of our LP solver is to implement an important sparse precision matrix estimation method called CLIME (Constrained $L_1$ Minimization Estimator). Compared with existing packages for this problem such as CLIME and FLARE, our package has three advantages: (1) it efficiently calculates the full piecewise- linear regularization path; (2) it provides an accurate dual certificate as stopping criterion; (3) it is completely coded in C and is highly portable. This package is designed to be useful to statisticians and machine learning researchers for solving a wide range of problems.",
"authors": [
"Haotian Pang",
"Han Liu",
"Robert V",
"erbei"
],
"id": "pang14a",
"issue": 14,
"pages": [
489,
493
],
"title": "The FASTCLIME Package for Linear Programming and Large-Scale Precision Matrix Estimation in R",
"volume": 15,
"year": 2014,
"special_issue": "MLOSS",
"extra_links": [["code", "http://cran.nexr.com/web/packages/fastclime/"]]
}