Hua-Zhou / SparseReg
Matlab toolbox for sparse regression
☆26Updated 3 years ago
Alternatives and similar repositories for SparseReg:
Users that are interested in SparseReg are comparing it to the libraries listed below
- Path algorithm for generalized lasso problems☆32Updated 2 years ago
- Proximal gradient algorithm for convex optimization, using a diagonal +/- rank-1 norm☆20Updated 2 months ago
- Solving Statistical Optimization Problems Using the ADMM Algorithm☆75Updated 7 years ago
- Generalized lasso implementations☆46Updated 5 months ago
- Solves the best subset selection problem☆44Updated 3 years ago
- Efficient Algorithms for L0 Regularized Learning☆97Updated last year
- Sparse Principal Component Analysis (SPCA) using Variable Projection☆68Updated 6 years ago
- Matlab toolbox for tensor regressions☆27Updated 3 years ago
- Penalized Sparse Learning Solver - Unleash the Power of Nonconvex Penalty☆76Updated 3 years ago
- Algorithms for fit constrained lasso☆8Updated 6 years ago
- This includes codes for Alternating Direction Method of Multipliers (ADMM) on several interesting applications, such as Lq basis pursuit,…☆19Updated 9 years ago
- Regularization paths of linear, logistic, Poisson, or Cox models with overlapping grouped covariates☆20Updated 2 years ago
- Materials for a workshop on Julia programming at UW-Madison Statistics Dept. in June 2014☆31Updated 5 years ago
- Proximal Newton OPTimizer☆21Updated 10 years ago
- Comparisons between best subset selection and other popular sparse regression estimators☆85Updated last year
- sgmcmc: a stochastic gradient MCMC package for R☆29Updated 4 years ago
- Perform tensor-on-tensor regression☆20Updated 5 years ago
- MATLAB MEX implementation of SVRG-SBB algorithms☆12Updated 7 years ago
- ☆39Updated 5 years ago
- Generic and efficient MATLAB solver for nonsmooth optimization problems☆27Updated last month
- Matlab/Octave toolbox for nonconvex optimization☆50Updated 8 years ago
- Regularization paths for SCAD- and MCP-penalized regression models☆43Updated this week
- Companion package to the 2nd edition of the book "Robust Statistics: Theory and Methods"☆17Updated last week
- Convex optimization for statistics and machine learning☆16Updated 2 months ago
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Updated 4 months ago
- ☆31Updated 2 months ago
- Fastfit matlab toolbox☆27Updated 8 years ago
- Tuning-Free Huber Regression☆14Updated 3 years ago
- Regularization paths for regression models with grouped covariates☆34Updated 3 weeks ago
- Hua Zhou's personal webpage☆16Updated 3 months ago