cvxreg is a Python package for machine learning with convex regression models built on CVXPY.
The core aims of this package are:
- make convex regression models "easy to call" from Python,
- interface with
CVXPY, - focus on a "machine learning" perspective, i.e.: predictive task, hyper-parameters should be obtained by a data-driven method such as cross-validation.
The cvxreg package is now available on PyPI and the latest development version can be installed from the GitHub repository ConvexRegression. Please feel free to download and test it. We welcome any bug reports and feedback.
pip install cvxreg