EugeneNdiaye / GAPSAFE_SGLLinks
GAP Safe Screening Rules for Sparse-Group Lasso.
☆15Updated 6 years ago
Alternatives and similar repositories for GAPSAFE_SGL
Users that are interested in GAPSAFE_SGL are comparing it to the libraries listed below
Sorting:
- Software for selective inference☆17Updated 2 years ago
- ☆39Updated 6 years ago
- Generalized lasso implementations☆46Updated 8 months ago
- Python software for selective inference☆52Updated 2 years ago
- Fast C code for sampling Polya-gamma random variates. Builds on Jesse Windle's BayesLogit library.☆82Updated 5 years ago
- Path algorithm for generalized lasso problems☆32Updated 2 years ago
- Unbiased Markov chain Monte Carlo with couplings☆29Updated 2 years ago
- Pareto smoothed importance sampling (PSIS) and PSIS leave-one-out cross-validation for Python and Matlab/Octave☆77Updated last year
- ☆13Updated 4 months ago
- Penalized Sparse Learning Solver - Unleash the Power of Nonconvex Penalty☆76Updated 3 years ago
- groupyr: Sparse Group Lasso in Python☆22Updated 9 months ago
- A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-conve…☆58Updated 2 years ago
- Fast solver for L1-type problems: Lasso, sparse Logisitic regression, Group Lasso, weighted Lasso, Multitask Lasso, etc.☆227Updated 2 weeks ago
- A multi-algorithm Python framework for regularized regression☆13Updated last year
- Implementation of Hidden Markov Models in pymc3☆61Updated 8 years ago
- A Python convex optimization package using proximal splitting methods☆111Updated last year
- Python implementation of mixtures of linear regressions.☆14Updated 5 years ago
- Code for the Bayesian Synthetic Likelihood paper by Price et al 2018 in the Journal of Computational and Graphical Statistics (volume 27,…☆13Updated 7 years ago
- A regression solver for high dimensional penalized linear, quantile and logistic regression models'☆86Updated last month
- Fastfit matlab toolbox☆27Updated 8 years ago
- ☆98Updated 7 years ago
- Efficient Algorithms for L0 Regularized Learning☆101Updated last year
- Group Lasso implementation following the scikit-learn API☆106Updated last year
- Comparisons between best subset selection and other popular sparse regression estimators☆86Updated last year
- Canonical Correlation Forests☆20Updated 6 years ago
- This is a Python package wrapper around the C solver for the l1 trend filtering algorithm written by Kwangmoo Koh, Seung-Jean Kim and Ste…☆21Updated 6 years ago
- Code for AutoGP☆27Updated 5 years ago
- ☆22Updated 10 years ago
- Multi-task regression in Python☆25Updated 4 years ago
- Group Lasso package for Python.☆16Updated last year