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Description du projet

A pure C implementation of a library to obtain lasso, elastic net, smooth lasso, the L1 regularized linear regression and variable selection estimator based on coordinate descent algorithm.

Système requise

System requirement is not defined

Livrée : 2014-12-01 10:48
cdescent version 0.4.3 (2 files Cacher)

Notes de release

2014-11-30 Mitsuru Utsugi <utsugi@mountain.ocn.ne.jp>

  • release 0.4.3

Changelog

  • add error handling routine for mm_real object
  • modify mm_real_new
  • fix bug of mm_real_x_dot_y
  • add mm_real_xj_ssq routine
  • add L1 penalty factor support (for adaptive lasso / elastic net)