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LassoBacktracking

Modelling Interactions in High-Dimensional Data with Backtracking

v1.1 · Dec 8, 2022 · GPL (>= 2)

Description

Implementation of the algorithm introduced in Shah, R. D. (2016) <https://www.jmlr.org/papers/volume17/13-515/13-515.pdf>. Data with thousands of predictors can be handled. The algorithm performs sequential Lasso fits on design matrices containing increasing sets of candidate interactions. Previous fits are used to greatly speed up subsequent fits, so the algorithm is very efficient.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies Matrix Rcpp LassoBacktracking

Version History

new 1.1 Mar 10, 2026