Add regr.fuser learner (fused Lasso regression) #555
+387
−1
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Summary
Adds a new regression learner
regr.fuserthat wraps the fused Lasso model fromfuserand requires a single grouping column via thegrouprole.Implementation Details
LearnerRegrFuserfuser::fusedL2DescentGLMNet(X, y, groups, lambda, G, gamma, scaling)grouprolelambda = NULL,gamma = 1,scaling = FALSE,G = NULL(defaults to all-ones K×K)lambda,gamma, andGdimensionsExample
Tests
Rscript -e 'testthat::test_file("tests/testthat/test_fuser_regr_fuser.R")'Notes
fuser(GitHub fork):remotes::install_github("EngineerDanny/fuser")Closes #426