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: 2026-11-03 23:48:44 UTC; root
Author: Adrian Barbu [aut, cre, cph], Yiyuan She [aut], Liangjing Ding
        [ctb], Gary Gramajo [ctb]
Maintainer: Adrian Barbu <abarbu@fsu.edu>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-11-03 21:12:58 UTC
RemoteUrl: https://github.com/cran/glmfsa
RemoteRef: HEAD
RemoteSha: 81c50becfa91ce2ce6efd0987e92bf751c36fc34