This repository contains scripts to reproduce the numerical results analysis described in "abess: A Fast Best-Subset Selection Library in Python and R". A step-by-step instruction for reproducting is provided in this page.
Please cite the following publications if you make use of the material here.
- Jin Zhu, Xueqin Wang, Liyuan Hu, Junhao Huang, Kangkang Jiang, Yanhang Zhang, Shiyun Lin and Junxian Zhu (2022). abess: A Fast Best-Subset Selection Library in Python and R. Journal of Machine Learning Research, 23(202), 1-7.
The corresponding BibteX entries:
@article{JMLR:v23:21-1060,
author = {Jin Zhu and Xueqin Wang and Liyuan Hu and Junhao Huang and Kangkang Jiang and Yanhang Zhang and Shiyun Lin and Junxian Zhu},
title = {abess: A Fast Best-Subset Selection Library in Python and R},
journal = {Journal of Machine Learning Research},
year = {2022},
volume = {23},
number = {202},
pages = {1--7},
url = {http://jmlr.org/papers/v23/21-1060.html}
}
Please direct questions and comments to the issues page.