Package: sMTL 0.1.0

sMTL: Sparse Multi-Task Learning

Implements L0-constrained Multi-Task Learning and domain generalization algorithms. The algorithms are coded in Julia allowing for fast implementations of the coordinate descent and local combinatorial search algorithms. For more details, see a preprint of the paper: Loewinger et al., (2022) <arxiv:2212.08697>.

Authors:Gabriel Loewinger [aut, cre], Kayhan Behdin [aut], Giovanni Parmigiani [aut], Rahul Mazumder [aut], National Science Foundation Grant DMS1810829 [fnd], National Science Foundation Grant DMS2113707 [fnd], National Science Foundation Grant NSF-IIS1718258, [fnd], Office of Naval Research Grant ONR N000142112841 [fnd], National Institute on Drug Abuse Grant F31DA052153 [fnd]