elvijs / hierarchical_lasso

Hierarchical Lasso models

This package implements Hierarchical Lasso regression models as discussed in "Lasso for hierarchical polynomial models", by Hugo Maruri-Aguilar, Simon Lunagomez.

Setup

• Create and activate a virtual environment (e.g. python -m venv .venv)
• Install requirements via pip install -r requirements.txt
• Profit