mloss | Projects that are tagged with lasso.

Projects that are tagged with lasso.

Linear SVM with general regularization 1.0

by rflamary - October 5, 2012, 15:34:21 CET [ ] 943 views, 250 downloads, 1 subscription

About: This package is an implementation of a linear svm solver with a wide class of regularizations on the svm weight vector (l1, l2, mixed norm l1-lq, adaptive lasso). We provide solvers for the classical single task svm problem and for multi-task with joint feature selection or similarity promoting term.

Changes:

Initial Announcement on mloss.org.

Authors: Remi Flamary, Alain Rakotomamonjy
License: Gnu Gpl V2
Programming Language: Matlab

Operating System: Agnostic
Data Formats: Any Format Supported By Matlab
Tags: Large Scale, Kernelmachine, Svm, Bci, Classification, Support Vector Machines, Feature Selection, Linear Svm, Convex Optimization, Gradient Based Learning, Manifold Learning, Optimization, Algorithms, Feature Weighting, Trace Norm, Toolbox, Group Lasso, Lasso, Sparse Learning, Quadratic Programming, Weighting, L1 Regularization, Large Datasets, Regularization, Pattern Recognition, Discriminant Analysis, Linear Model, Generalized Linear Models, Multiclass Support Vector Machine, L1 Minimization, Sparse Representation, L1 Norm, L21 Norm, Dimension Reduction, Multi Task

DAL 1.05

by ryota - May 3, 2011, 07:00:43 CET [ ] 9421 views, 1575 downloads, 1 subscription

About: DAL is an efficient and flexibible MATLAB toolbox for sparse learning/reconstruction based on the augmented Lagrangian method.

Changes:

35% faster group lasso.
Sparse connectivity inference example added (s_test_hsgl.m).
Non-negative lasso (thanks to Shigeyuki Oba).
Uses Mark Tygert's pca.m for SVD (PROPACK is not required anymore).

Authors: Ryota Tomioka
License: Mit
Programming Language: Matlab

Operating System: Agnostic
Data Formats: Agnostic
Tags: Optimization, Trace Norm, Group Lasso, Lasso, Sparse Learning, L1 Regularization, Logistic Regression