myamada0321's repositories
Language:Python000
LASSO-SCAD
Local Linear Approximation (LLA) + Iterative Shrinking Threshold Algorithm (ISTA/FISTA) to optimize LASSO + smoothly clipped absolute deviation (SCAD) penalty
Language:Python000
Local Linear Approximation (LLA) + Iterative Shrinking Threshold Algorithm (ISTA/FISTA) to optimize LASSO + smoothly clipped absolute deviation (SCAD) penalty