sparsereg
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a collection of modern sparse (regularized) linear regression algorithms.
sparsereg
|travis| |pypi| |codecov| |zenodo|
sparsereg is a collection of modern sparse (regularized) regression algorithms.
Installation
pip install sparsereg
Citation
If you use sparsereg please consider a citation:
::
@misc{markus_quade_sparsereg,
author = {Markus Quade},
title = {sparsereg - collection of modern sparse regression algorithms},
month = feb,
year = 2018,
doi = {10.5281/zenodo.1173754},
url = {https://github.com/ohjeah/sparsereg}
}
Implemented algorithms
- Mcconaghy, T. (2011). FFX: Fast, Scalable, Deterministic Symbolic
Regression Technology. Genetic Programming Theory and Practice IX,
235-260.
DOI: 10.1007/978-1-4614-1770-5_13 <http://dx.doi.org/10.1007/978-1-4614-1770-5_13>
__ - Brunton, Steven L., Joshua L. Proctor, and J. Nathan Kutz.
“Discovering governing equations from data by sparse identification
of nonlinear dynamical systems.” Proceedings of the National Academy
of Sciences 113.15 (2016): 3932-3937.
DOI: 10.1073/pnas.1517384113 <http://dx.doi.org/10.1073/pnas.1517384113>
__ - Bouchard, Kristofer E. “Bootstrapped Adaptive Threshold Selection for Statistical Model Selection and Estimation.” arXiv preprint arXiv:1505.03511 (2015).
- Ignacio Arnaldo, Una-May O’Reilly, and Kalyan Veeramachaneni.
“Building Predictive Models via Feature Synthesis.” In Proceedings of
the 2015 Annual Conference on Genetic and Evolutionary Computation
(GECCO ’15), Sara Silva (Ed.). ACM, New York, NY, USA, 983-990.
DOI: 10.1145/2739480.2754693 <http://dx.doi.org/10.1145/2739480.2754693>
__
.. |travis| image:: https://travis-ci.org/Ohjeah/sparsereg.svg?branch=master :target: https://travis-ci.org/Ohjeah/sparsereg .. |pypi| image:: https://badge.fury.io/py/sparsereg.svg :target: https://badge.fury.io/py/sparsereg .. |codecov| image:: https://codecov.io/gh/Ohjeah/sparsereg/branch/master/graph/badge.svg :target: https://codecov.io/gh/Ohjeah/sparsereg .. |zenodo| image:: https://zenodo.org/badge/80389199.svg :target: https://zenodo.org/badge/latestdoi/80389199