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A novel feature selection algorithm for linear regression called BOSO (Bilevel Optimization Selector Operator). The main contribution is the use a bilevel optimization problem to select the variables in the training problem that minimize the error in the validation set. Preprint available: [Valcarcel, L. V., San Jose-Eneriz, E., Cendoya, X., Rubio, A., Agirre, X., Prosper, F., & Planes, F. J. (2020). "BOSO: a novel feature selection algorithm for linear regression with high-dimensional data." bioRxiv. <doi:10.1101/2020.11.18.388579>]. In order to run the vignette, it is recommended to install the 'bestsubset' package, using the following command: devtools::install_github(repo="ryantibs/best-subset", subdir="bestsubset"). If you do not have gurobi, run devtools::install_github(repo="lvalcarcel/best-subset", subdir="bestsubset"). Moreover, to install cplexAPI you can check <https://github.com/lvalcarcel/cplexAPI>.
Version: | 1.0.4 |
Depends: | R (≥ 4.0) |
Imports: | Matrix, MASS, methods |
Suggests: | cplexAPI, testthat, glmnet, knitr, rmarkdown, ggplot2, ggpubr, dplyr, kableExtra, devtools, BiocStyle, bestsubset |
Published: | 2024-04-10 |
DOI: | 10.32614/CRAN.package.BOSO |
Author: | Luis V. Valcarcel [aut, cre, ctb], Edurne San Jose-Eneriz [aut], Xabier Cendoya [aut, ctb], Angel Rubio [aut, ctb], Xabier Agirre [aut], Felipe Prósper [aut], Francisco J. Planes [aut, ctb] |
Maintainer: | Luis V. Valcarcel <lvalcarcel at alumni.unav.es> |
BugReports: | https://github.com/lvalcarcel/BOSO/issues |
License: | GPL-3 |
URL: | https://github.com/lvalcarcel/BOSO |
NeedsCompilation: | no |
SystemRequirements: | IBM ILOG CPLEX (>= 12.1) |
Materials: | NEWS |
CRAN checks: | BOSO results [issues need fixing before 2024-07-31] |
Reference manual: | BOSO.pdf |
Vignettes: |
BOSO |
Package source: | BOSO_1.0.4.tar.gz |
Windows binaries: | r-devel: BOSO_1.0.4.zip, r-release: BOSO_1.0.4.zip, r-oldrel: BOSO_1.0.4.zip |
macOS binaries: | r-release (arm64): BOSO_1.0.4.tgz, r-oldrel (arm64): BOSO_1.0.4.tgz, r-release (x86_64): BOSO_1.0.4.tgz, r-oldrel (x86_64): BOSO_1.0.4.tgz |
Old sources: | BOSO archive |
Please use the canonical form https://CRAN.R-project.org/package=BOSO to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.