abess (cran): Fast Best Subset Selection
Keywords: best-subset-selection|classification-algorithm|cox-regression|feature-selection|high-dimensional-data|linear-regression|logistic-regression|machine-learning|multitask-learning|ordinal-regression|poisson-regression|polynomial-algorithm|principal-component-analysis|python|r|robust-principal-component-analysis|scikit-learn|sparse-principal-component-analysis|sure-independence-screening