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SparseRegression

Statistical Models with Regularization in Pure Julia

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SparseRegression

This package relies on primitives defined in the JuliaML ecosystem to implement high-performance algorithms for linear models which often produce sparsity in the coefficients.

  • Install with Pkg.clone("https://github.com/joshday/SparseRegression.jl") ``` using SparseRegression

x = randn(10_000, 50) y = x * range(-1, stop=1, length=50) + randn(10_000)

s = SModel(x, y, L2DistLoss(), L2Penalty()) @time learn!(s) s

First Commit

02/28/2016

Last Touched

9 days ago

Commits

317 commits

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