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[![Documentation Status](https://readthedocs.org/projects/salsajl/badge/?version=latest)](https://readthedocs.org/projects/salsajl/)

## Software Lab
**SALSA**: **S**oftware Lab for **A**dvanced Machine **L**earning with **S**tochastic **A**lgorithms is a native Julia implementation of the well known stochastic algorithms for **sparse linear modelling**, linear and non-linear **Support Vector Machines**. It is distributed under [**GPLv3**](http://www.gnu.org/licenses/gpl-3.0.html) and stemmed from the following algorithmic approaches:
**SALSA**: **S**oftware Lab for **A**dvanced Machine **L**earning with **S**tochastic **A**lgorithms is a native Julia implementation of the well known stochastic algorithms for **sparse linear modelling**, linear and non-linear **Support Vector Machines**. It is distributed under the [**GPLv3**](http://www.gnu.org/licenses/gpl-3.0.html) license and stemmed from the following algorithmic approaches:

- [**Pegasos**](http://ttic.uchicago.edu/~shai/papers/ShalevSiSr07.pdf): S. Shalev-Shwartz, Y. Singer, N. Srebro, Pegasos: Primal Estimated sub-GrAdient SOlver for SVM, in: Proceedings of the 24th international conference on Machine learning, ICML ’07, New York, NY, USA, 2007, pp. 807–814.

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