cmaRs: A powerful predictive data mining package in R
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Date
2023
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Elsevier
Abstract
Conic Multivariate Adaptive Regression Splines (CMARS) is a very successful method for modeling nonlinear structures in high-dimensional data. It is based on MARS algorithm and utilizes Tikhonov regularization and Conic Quadratic Optimization (CQO). In this paper, the open-source R package, cmaRs, built to construct CMARS models for prediction and binary classification is presented with illustrative applications. Also, the CMARS algorithm is provided in both pseudo and R code. Note here that cmaRs package provides a good example for a challenging implementation of CQO based on MOSEK solver in R environment by linking R MOSEK through the package Rmosek.
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Keywords
Conic multivariate adaptive regression splines, Nonparametric regression, Tikhonov regularization, Conic quadratic programming, Interior point method, Binary classification
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Volume
24