Sparse regression for related problems

The R package `sparselink` implements sparse regression for related problems (multi-task learning and transfer learning).

Details

Use function [sparselink()] for model fitting. Type `library(sparselink)` and then `?sparselink` or `help("sparselink")` to open its help file.

See the vignette for further examples. Type `vignette("sparselink")` or `browseVignettes("sparselink")` to open the vignette.

References

Armin Rauschenberger, Petr N. Nazarov, Enrico Glaab (2025). "Estimating sparse regression models in multi-task learning and transfer learning through adaptive penalisation". Under revision. https://hdl.handle.net/10993/63425

See also

Useful links:

• https://github.com/rauschenberger/sparselink

• https://rauschenberger.github.io/sparselink/

• Report bugs at https://github.com/rauschenberger/sparselink/issues

Author

Maintainer: Armin Rauschenberger armin.rauschenberger@uni.lu (ORCID)

Examples

?sparselink
?predict.sparselink
?coef.sparselink