For regression, please use generate_data_linear.py and generate_data_nonlinear.py files to generate data sets for linear models and nonlinear models respectively. And then, run the main_ann_lasso_2layer.py file. For classification, please run main_ann_classification_2layer.py file using your classification data sets directly.
reference paper: A phase transition for finding needles in nonlinear haystacks with LASSO artificial neural networks; Xiaoyu Ma, Sylvain Sardy, Nick Hengartner, Nikolai Bobenko, Yen Ting Lin.