Package: glmfsa
Type: Package
Title: Feature Selection with Annealing for Sparse Generalized Linear
        Models
Version: 1.0.1
Date: 2026-10-21
Authors@R: c(
    person("Adrian", "Barbu", role = c("aut", "cre", "cph"),
           email = "abarbu@fsu.edu"),
    person("Yiyuan", "She", role = "aut"),
    person("Liangjing", "Ding", role = "ctb"),
    person("Gary", "Gramajo", role = "ctb"))
Description: Fits sparse generalized linear models under an exact cardinality
    constraint using Feature Selection with Annealing (FSA), the method of
    Barbu, She, Ding and Gramajo (2017) <doi:10.1109/TPAMI.2016.2544315>.
    Rather than inducing sparsity through an L1 (lasso-type) penalty, FSA
    alternates a gradient step on the loss with a step that removes the
    lowest-magnitude coefficients according to an annealing schedule, so the
    user specifies the number of variables directly and the surviving
    coefficients carry no shrinkage bias. The working design matrix physically
    shrinks as iterations proceed, which makes the cost of a fit fall over time
    and the method well suited to problems with very many features. Gaussian,
    binomial, Poisson, multinomial, multi-response Gaussian and Cox
    proportional hazards families are supported, with robust Lorenz and
    smoothed support vector machine (SVM) losses available for classification
    with noisy labels. Dense and sparse design matrices are both handled, and
    the interface mirrors that of the 'glmnet' package.
License: GPL-3
Encoding: UTF-8
LazyData: true
LazyDataCompression: xz
Depends: R (>= 3.5.0)
Imports: Rcpp (>= 1.0.0), Matrix, methods, graphics, grDevices, stats,
        tools, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, glmnet, survival,
        foreach, doParallel, MASS
VignetteBuilder: knitr
URL: https://github.com/barbua/FSA
BugReports: https://github.com/barbua/FSA/issues
Config/testthat/edition: 3
NeedsCompilation: yes
Config/roxygen2/version: 8.1.0
Packaged: 2026-10-21 19:42:32 UTC; abarbu
Author: Adrian Barbu [aut, cre, cph],
  Yiyuan She [aut],
  Liangjing Ding [ctb],
  Gary Gramajo [ctb]
Maintainer: Adrian Barbu <abarbu@fsu.edu>
Repository: CRAN
Date/Publication: 2026-11-03 15:40:02 UTC
