picasso
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Penalized Sparse Learning Solver - Unleash the Power of Nonconvex Penalty
the intercept argument seems not working in python.
Greetings. According to python-package/pycasso/lib/core.py, the mapping of regularizer is as follows: - MCP = 2, SCAD = 3, and 1 for others However, in src/c_api/c_api.cpp, the mapping of regularizer is...
Thanks for such a fast package. I am using the python pycasso on a subset of big data for design matrix X. It works for X with dimensions 210,000 x...
1. in the python interface, size_act is set to size of (nlambda, d), however, it should be set to size (nlambda). 2. in c code actgd.cpp, model_intercept is updated whatever...
Great library. There is feature though that is stopping me from using it and that is support for something like the `penalty.factor` in glmnet.
I'm wondering if there's any possiblity that picasso supports long vectors so that it works with big matrices of many columns and rows (.e.g 22000000 rows, 120 columns, more elements...
I've accidentally noticed that the default stopping precision differs across the files. The documentation states that the default value is 1e-7. At the same time the python package and some...