Screening rules for SLOPE regression optimization. More...

#include "jit_normalization.h"
#include <Eigen/SparseCore>
#include <memory>
#include <vector>

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Classes
class	slope::ScreeningRule
	Base class for screening rules in SLOPE. More...

class	slope::NoScreening
	No screening rule - uses all variables. More...

class	slope::StrongScreening
	Implements strong screening rules for SLOPE. More...

Namespaces
namespace	slope
	Namespace containing SLOPE regression implementation.

Functions
std::vector< int >	slope::activeSet (const Eigen::VectorXd &beta)
	Identifies previously active variables.

std::vector< int >	slope::strongSet (const Eigen::VectorXd &gradient_prev, const Eigen::ArrayXd &lambda, const Eigen::ArrayXd &lambda_prev)
	Determines the strong set using sequential strong rules.

std::unique_ptr< ScreeningRule >	slope::createScreeningRule (const std::string &screening_type)
	Creates a screening rule based on the provided type.

Detailed Description

Screening rules for SLOPE regression optimization.

Implements feature screening methods to identify active and strong sets of variables, reducing computational complexity in coordinate descent.

Definition in file screening.h.

Classes