Metadata-Version: 2.1
Name: abess
Version: 0.0.3
Summary: abess Python Package
Home-page: https://abess.readthedocs.io
Author: Kangkang Jiang, Jin Zhu, Yanhang Zhang, Junxian Zhu, Xueqin Wang
Author-email: jiangkk3@mail2.sysu.edu.cn
Maintainer: Kangkang Jiang
Maintainer-email: jiangkk3@mail2.sysu.edu.cn
License: GPL-3
Description: abess: R & Python Softwares for Best-Subset Selection in Polynomial Time
        ---
        
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        **abess** (Adaptive BEst Subset Selection) aims to find a small subset of predictors such
        that the resulting linear model is expected to have the most desirable
        prediction accuracy. This project implements a polynomial algorithm proposed to solve these problems. It supports:
        
        -  linear regression
        -  classification (binary or multi-class)
        -  counting-response modeling
        -  censored-response modeling
        -  multi-response modeling (multi-tasks learning)
        -  group best subset selection
        -  nuisance penalized regression
        -  sure independence screening
        
        
        ## Installation
        The abess softwares both Python and R's interfaces. 
        
        ### Python package
        Install the stable version of Python-package from [Pypi](https://pypi.org/project/abess/) with:
        ```shell
        pip install abess
        ```
        
        ### R package
        Install the stable version of R-package from [CRAN](https://cran.r-project.org/web/packages/abess) with:
        ```shell
        install.packages("abess")
        ```
        
        ## Reference
        A polynomial algorithm for best-subset selection problem. Junxian Zhu, Canhong Wen, Jin Zhu, Heping Zhang, Xueqin Wang. Proceedings of the National Academy of Sciences Dec 2020, 117 (52) 33117-33123; DOI: 10.1073/pnas.2014241117    
        Fan, J. and Lv, J. (2008), Sure independence screening for ultrahigh dimensional feature space. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70: 849-911. https://doi.org/10.1111/j.1467-9868.2008.00674.x
        Qiang Sun & Heping Zhang (2020) Targeted Inference Involving High-Dimensional Data Using Nuisance Penalized Regression, Journal of the American Statistical Association, DOI: 10.1080/01621459.2020.1737079
        Zhang, Y., Zhu, J., Zhu, J. and Wang, X., 2021. Certifiably Polynomial Algorithm for Best Group Subset Selection. arXiv preprint arXiv:2104.12576.
        
Platform: UNKNOWN
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Requires-Python: >=3.5
Description-Content-Type: text/markdown
