https://github.com/oboulant/block-coordinate-descent
Implementation in C of the exact solution by Block Coordinate Descent for fast detection of multiple change-points
https://github.com/oboulant/block-coordinate-descent
c change-point-detection changepoint science scientific-computing signal-processing
Last synced: 12 months ago
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Implementation in C of the exact solution by Block Coordinate Descent for fast detection of multiple change-points
- Host: GitHub
- URL: https://github.com/oboulant/block-coordinate-descent
- Owner: oboulant
- Created: 2021-05-12T08:26:31.000Z (about 5 years ago)
- Default Branch: main
- Last Pushed: 2021-11-26T10:09:58.000Z (over 4 years ago)
- Last Synced: 2025-01-30T08:31:09.321Z (over 1 year ago)
- Topics: c, change-point-detection, changepoint, science, scientific-computing, signal-processing
- Language: C
- Homepage:
- Size: 949 KB
- Stars: 1
- Watchers: 2
- Forks: 0
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
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README
# block-coordinate-descent
Implementation in C of the exact solution by Block Coordinate Descent for fast detection of multiple change-points.
It follows the following paper :
* J.-P. Vert and K. Bleakley, "Fast detection of multiple change-points shared by many signals using group LARS", In J. Lafferty, C. K. I. Williams, J. Shawe-Taylor, R.S. Zemel and A. Culotta (Eds), Advances in Neural Information Processing Systems 23 (NIPS), p.2343-2351, 2010. [[paper]](https://members.cbio.mines-paristech.fr/~jvert/svn/ngs/Lasso/article/groupLARS/nips2010/nips2010.pdf) [[supplementary informations]](https://members.cbio.mines-paristech.fr/~jvert/svn/ngs/Lasso/article/groupLARS/nips2010/supplementary.pdf) [[poster]](https://members.cbio.mines-paristech.fr/~jvert/publi/nips2010poster/poster.pdf)
The Matlab implementation by the authors can be found [here](https://members.cbio.mines-paristech.fr/~jvert/svn/GFLseg/html/).
Details about the pseudo code by the same authors can be found [here](https://hal.archives-ouvertes.fr/hal-00602121).
## Examples
### Clean and Compile
```
> make clean all
```
### Run
```
> ./main
```
### Change input data
There are two files in the folder `./data/` :
* `test1.txt`
* `test2.txt`
If you want to change input data file, please
* edit `./examples/main.c` with the proper file path,
* change `nb_lines` and `nb_cols` in accordance with you data.
## Tests
### Clean and Compile
```
> make clean test
```
### Run
```
> ./test
```