L0Learn

Fast Algorithms for Best Subset Selection

v2.1.0 · Mar 7, 2023 · MIT + file LICENSE

Description

Highly optimized toolkit for approximately solving L0-regularized learning problems (a.k.a. best subset selection). The algorithms are based on coordinate descent and local combinatorial search. For more details, check the paper by Hazimeh and Mazumder (2020) <doi:10.1287/opre.2019.1919>.

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r-devel-linux-x86_64-debian-clang	NOTE	338.5s
r-devel-linux-x86_64-debian-gcc	NOTE	232.2s
r-devel-linux-x86_64-fedora-clang	NOTE	459.2s
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r-release-linux-x86_64	NOTE	299s
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NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

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  sub-directories of 1Mb or more:
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NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 13.2Mb
  sub-directories of 1Mb or more:
    doc    2.4Mb
    libs  10.7Mb

NOTE r-oldrel-windows-x86_64

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checkRd: (-1) GenSyntheticLogistic.Rd:46: Lost braces; missing escapes or markup?
    46 | 3) Every coordinate yi of the outcome vector y exists in {-1, 1}^n is sampled 
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Reverse Dependencies (2)

imports

inferCSN modelSelection

Dependency Network

Version History

new 2.1.0 Mar 9, 2026

Maintainer

Hussein Hazimeh

Dependencies

Depends

R (>= 3.3.0)

Imports

Rcpp (>= 0.12.13) Matrix methods ggplot2 reshape2 MASS

Suggests

knitr rmarkdown testthat pracma raster covr

Compilation

Needs compilation

First Published

Mar 9, 2026

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