/PenalizedME

Model selection for Mixture of Experts using Group Fused Lasso

Primary LanguageR

Penalized Mixture of Experts

This repository contains R code to do model selection for Mixture of Experts using Group Fused Lasso.

More details about algorithm can be found in "Penalized Mixture of Experts.pdf"

Install with the R commands:

install.packages("devtools")

devtools::install_github("tqdo/PenalizedME")