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oscar  

Optimal Subset Cardinality Regression (OSCAR) Models Using the L0-Pseudonorm
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("oscar", "1.2.1")



Attach the package and use:
library("oscar")
Maintained by
Teemu Daniel Laajala
[Scholar Profile | Author Map]
First Published: 2022-05-20
Latest Update: 2023-10-02
Description:
Optimal Subset Cardinality Regression (OSCAR) models offer regularized linear regression using the L0-pseudonorm, conventionally known as the number of non-zero coefficients. The package estimates an optimal subset of features using the L0-penalization via cross-validation, bootstrapping and visual diagnostics. Effective Fortran implementations are offered along the package for finding optima for the DC-decomposition, which is used for transforming the discrete L0-regularized optimization problem into a continuous non-convex optimization task. These optimization modules include DBDC ('Double Bundle method for nonsmooth DC optimization' as described in Joki et al. (2018) ) and LMBM ('Limited Memory Bundle Method for large-scale nonsmooth optimization' as in Haarala et al. (2004) ). The OSCAR models are comprehensively exemplified in Halkola et al. (2023) ). Multiple regression model families are supported: Cox, logistic, and Gaussian.
How to cite:
Teemu Daniel Laajala (2022). oscar: Optimal Subset Cardinality Regression (OSCAR) Models Using the L0-Pseudonorm. R package version 1.2.1, https://cran.r-project.org/web/packages/oscar. Accessed 02 May. 2025.
Previous versions and publish date:
1.0.3 (2022-05-20 20:20), 1.0.4 (2022-05-24 01:20), 1.1.2-2 (2023-03-13 02:10), 1.1.4 (2023-03-28 18:50), 1.1.7 (2023-08-08 09:20), 1.2.0 (2023-08-29 04:10)
Other packages that cited oscar R package
View oscar citation profile
Other R packages that oscar depends, imports, suggests or enhances
Complete documentation for oscar
Functions, R codes and Examples using the oscar R package
Some associated functions: cost . ex . feat . generics . kits . oscar-class . oscar-methods . oscar-package . oscar.binarize . oscar.binplot . oscar.bs.boxplot . oscar.bs.k . oscar.bs . oscar.bs.plot . oscar.bs.visu . oscar.control . oscar.cost.after . oscar.cv . oscar.cv.visu . oscar . oscar.pareto . oscar.pareto.visu . oscar.sparsify . oscar.visu . 
Some associated R codes: fitS4.R . funcsS4.R . helpers.R . pckg.R . visu.R . zzz.R .  Full oscar package functions and examples
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