sparse-regression topic
pysindy
A package for the sparse identification of nonlinear dynamical systems from data
sparsereg
a collection of modern sparse (regularized) linear regression algorithms.
L0Learn
Efficient Algorithms for L0 Regularized Learning
SparseReg
Matlab toolbox for sparse regression
SLOPE
Sorted L1 Penalized Estimation
SparseRegression.jl
Statistical Models with Regularization in Pure Julia
SparseGDLibrary
MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3
MLJLinearModels.jl
Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
CompressedSensing.jl
Contains a wide-ranging collection of compressed sensing and feature selection algorithms. Examples include matching pursuit algorithms, forward and backward stepwise regression, sparse Bayesian learn...
NExOS.jl
Nonconvex Exterior Point Operator Splitting