This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).
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Updated
Apr 29, 2023 - Python
This is implementation Lasso with Coordinate Descent and LARS (Least Angle Regression).
PyTorch implementation of LARS (Layer-wise Adaptive Rate Scaling)
Implementation of Relaxed Lasso Algorithm for Linear Regression.
R packages which implements most known linear regression model: pls, OLS, ridge, lasso, LAR, principal components regression...
Large Batch Training of Convolutional Networks with Layer-wise Adaptive Rate Scaling
a light-weight implementation of LARS (least angle regression)
Python notebook on GtSt testing procedures on the LARS path. Code associated with the manuscript "Multiple Testing and Variable Selection along Least Angle Regression's path" (J.-M. Azaïs & Y. De Castro)
Machine Learning & Python in Finance
Code of the least angle regression solution path by hand for an example( p=5). Then we compute the solution path for a dataset and compare it with the LASSO path.
In this work, we consider learning sparse models in large scale setting, where the number of samples and the feature dimension can grow as large as millions or billions. Two immediate issues occur under such challenging scenarios: (i) com- putational cost; (ii) memory overhead.
Funciones utilles para PyTorch.
U statistici , regresija najmanjeg ugla (LARS) algoritam je za prilagođavanje modela linearne regresije visokodimenzionalnim podacima, koji je razvio Bradley Efron , Trevor Hastie , Iain Johnstone i Robert Tibshirani .
Implementation of Relaxed Lasso Algorithm for Linear Regression.
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