https://github.com/mlakolar/coordinatedescent.jl

Coordinate descent
https://github.com/mlakolar/coordinatedescent.jl

coordinate-descent lasso proximal-algorithms

Last synced: 4 months ago
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Coordinate descent

• Host: GitHub
• URL: https://github.com/mlakolar/coordinatedescent.jl
• Owner: mlakolar
• License: mit
• Created: 2015-03-18T04:27:40.000Z (about 11 years ago)
• Default Branch: master
• Last Pushed: 2021-05-23T05:23:03.000Z (about 5 years ago)
• Last Synced: 2025-10-21T13:01:07.435Z (8 months ago)
• Topics: coordinate-descent, lasso, proximal-algorithms
• Language: Julia
• Homepage:
• Size: 114 KB
• Stars: 0
• Watchers: 3
• Forks: 3
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# CoordinateDescent.jl

[![Build Status](https://travis-ci.org/mlakolar/CoordinateDescent.jl.svg?branch=master)](https://travis-ci.org/mlakolar/CoordinateDescent.jl) [![codecov](https://codecov.io/gh/mlakolar/CoordinateDescent.jl/branch/master/graph/badge.svg)](https://codecov.io/gh/mlakolar/CoordinateDescent.jl)

Implements coordinate descent for a smooth function plus penalty that decomposes across coordinates. 

Curently a naive version of the active-set coordinate descent is implemented that works for L1 and weighted L1 penalty.

Examples:

* Lasso

* Sqrt-Lasso

* Scaled-Lasso

Package depends on [ProximalBase.jl](https://github.com/mlakolar/ProximalBase.jl)