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Hey @flekschas
Thanks again for this great library. As an idea I was wondering how easy it would be to after selecting different regions with the lasso tool, to then be able to deselect certain su…
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-- reflect user defined optTol in Lasso
-- based on code from task 15
-- make sure each lasso problem being terminated correctly
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## Description of the feature
Handle $\log\det $-like datafit and allow variables with multiple roles.
**Additional context**
@bgirault-inria is currently solving (simpler) graphical-Lasso-like…
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Does the package support FGL and GGL? If it doesn't, how difficult to add them to the current API?
haluk updated
3 years ago
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Profile it and make it faster. Right now a simple example like te following takes more than 20 seconds.
```
import numpy as np
from lasso import lasso_admm, lasso_cost, init_dictionary
from lasso imp…
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**Is your feature request related to a problem? Please describe.**
No
**Describe the solution you'd like**
An example of how to perform LASSO modelling using julearn and on a sample dataset. Sami…
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There are some results of accelerating Newton method. If there's still significant bottleneck in the Newton method, might be worth looking into accelerated methods.
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great code thanks
regarding to performance
did you compared with
https://github.com/FrankD/fuser
Fused lasso for high-dimensional regression over groups
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For special weight matrices, we can provide even more efficient algorithms than the general-purpose ADMM or AMA methods.
- For w_ij are all equal, i.e., the graph is unweighted, we can use the algo…
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### Describe the bug
`Ridge` and `SGDRegressor` are inconsistent in the way they handle the regularization hyperparameter `alpha`:
* `Ridge(alpha=alpha)` is equivalent to `SGDRegressor(alpha / m, …