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combss  

Continuous Optimisation Towards Best Subset Selection
View on CRAN: Click here


Download and install combss package within the R console
Install from CRAN:
install.packages("combss")

Install from Github:
library("remotes")
install_github("cran/combss")

Install by package version:
library("remotes")
install_version("combss", "0.1.0")



Attach the package and use:
library("combss")
Maintained by
Benoit Liquet
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-05-11
Latest Update: 2026-05-11
Description:
Best subset selection in generalised linear models via continuous optimisation. Reformulates the NP-hard discrete subset selection problem as a continuous optimisation over the hypercube [0,1]^p, solved via a Frank-Wolfe homotopy algorithm with closed-form ridge inner solves. Supports linear (Gaussian), binary logistic, and multinomial regression. For methodological details see Moka, Liquet, Zhu and Muller (2024) <doi:10.1007/s11222-024-10387-8> and Mathur, Liquet, Muller and Moka (2026) <doi:10.48550/arXiv.2603.21952>.
How to cite:
Benoit Liquet (2026). combss: Continuous Optimisation Towards Best Subset Selection. R package version 0.1.0, https://cran.r-project.org/web/packages/combss. Accessed 21 Aug. 2026.
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