sparse-regression

There are 3 repositories under sparse-regression topic.

dynamicslab / pysindy
A package for the sparse identification of nonlinear dynamical systems from data
dynamical-systems machine-learning model-discovery nonlinear-dynamics sparse-regression system-identification
Language:Python 1288
hazimehh / L0Learn
Efficient Algorithms for L0 Regularized Learning
machine-learning sparse-regression compressed-sensing feature-selection regularization sparse-modeling l0-regularization l0learn
Language:C++ 93
JuliaAI / MLJLinearModels.jl
Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
regressions julia-language mlj sparse-regression lasso-regression ridge-regression robust-regression elastic-net logistic-regression multinomial-regression regression-models
Language:Julia 80
Ohjeah / sparsereg
a collection of modern sparse (regularized) linear regression algorithms.
regression-models linear-regression sindy efs ffx boats sparse-regression
Language:Python 62
hiroyuki-kasai / SparseGDLibrary
MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3
optimization optimization-algorithms machine-learning-algorithms machine-learning big-data gradient-descent sparse-linear-solver sparse-regression lasso-regression lasso elasticnet solver algorithms admm proximal-algorithms proximal-operators logistic-regression matrix-completion coordinate-descent support-vector-machines
Language:MATLAB 51
joshday / SparseRegression.jl
Statistical Models with Regularization in Pure Julia
statistical-models regularization julia statistical-learning linear-models sparse-regression
Language:Julia 39
SebastianAment / 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 learning, and basis pursuit.
feature-selection compressed-sensing subset-selection matching-pursuit stepwise-regression sparse-bayesian-learning sparsity basis-pursuit sparse-linear-systems sparse-regression julia
Language:Julia 27
Hua-Zhou / SparseReg
Matlab toolbox for sparse regression
matlab-toolbox sparse-regression sparsereg-toolbox matlab
Language:HTML 25
jolars / SLOPE
Sorted L1 Penalized Estimation
slope sparse-regression r generalized-linear-models
Language:R 17
Shuvomoy / NExOS.jl
Nonconvex Exterior Point Operator Splitting
nonconvex-optimization proximal-algorithms low-rank-matrix-recovery sparse-regression optimization nonlinear-optimization
Language:Jupyter Notebook 15
mntabassm / SAEN-LARS
Sequential adaptive elastic net (SAEN) approach, complex-valued LARS solver for weighted Lasso/elastic-net problems, and sparsity (or model) order detection with an application to single-snapshot source localization.
adaptive-learning complex-valued-data elastic-net lasso-regression regularized-linear-regression regularization-paths solution-path sparse-reconstruction sparse-regression sparse-regularization matlab-toolbox acoustic-model compressed-beamforming direction-of-arrival source-localization
Language:MATLAB 14
JunYongJeong / VSTG-MTL
Variable Selection and Task Grouping for Multi-Task Learning (VSTG-MTL)
multi-task-learning sparse-regression
Language:MATLAB 13
ldv1 / bbvi_spike_and_slab
Black-box spike and slab variational inference, example with linear models
machine-learning-algorithms spike-and-slab-prior regression-algorithms variational-inference gumbel-softmax sparse-regression python3 stochastic-gradient-descent
Language:Python 11
hruffieux / locus
locus R package - Large-scale variational inference for variable selection in sparse multiple-response regression
variable-selection joint-models high-dimensional-data sparse-regression variational-inference biostatistics
Language:R 10
tumaer / SITE
Sparse Identification of Truncation Errors (SITE) for Data-Driven Discovery of Modified Differential Equations
data-driven-model modified-differential-equation preconditioning sparse-regression truncation-error
Language:Python 9
HIIT / knowledge-elicitation-for-linear-regression
Knowledge elicitation when the user can give feedback to different features of the model with the goal to improve the prediction on the test data in a "smal n, large p" setting.
interactive-learning knowledge-elicitation sparse-regression human-computer-interaction bayesian-experimental-design expectation-propagation
Language:MATLAB 8
BystrickyK / SINDy
Physically-informed model discovery of systems with nonlinear, rational terms using the SINDy-PI method. Contains functionality for spectral filtering/differentiation.
sindy dynamical equations candidate-functions coefficients fft model model-discovery system-identification numerical-methods numerical-differentiation spectral-methods spectral-filtering spectral-difference machine-learning sparse-regression sparse-modeling simulation-data
Language:Python 7
HJakeCunningham / ASVGP
Actually Sparse Variational Gaussian Processes implemented in GPlow
gaussian-processes gpflow sparse-gaussian-processes sparse-regression
Language:Python 7
compops / barx-sysid2018
Sparse Bayesian ARX models with flexible noise distributions
stan hamiltonian-monte-carlo arx sparse-regression gaussian-mixture-models
Language:R 6
Hua-Zhou / MGLM
MGLM Toolbox for Matlab
matlab mglm-toolbox generalized-linear-models sparse-regression
Language:MATLAB 6
optyang / STELA
STELA algorithm for sparsity regularized linear regression (LASSO)
lasso compressed-sensing sparse-regression sparse-modeling linear-regression mathematical-optimization
Language:Python 6
ddegras / sparseGFL
Hybrid Approach to Sparse Group Fused Lasso
fused-lasso segmentation multivariate-timeseries convex-optimization hybrid-algorithms proximal-operators fixed-point-iteration sparse-regression
Language:C++ 5
pyslise
edahelsinki / pyslise
Robust regression algorithm that can be used for explaining black box models (Python implementation)
python robust-regression black-box-explanations local-explanations explain-classifiers explainable-ai explainable-ml interpretable-machine-learning sparse-regression model-agnostic machine-learning research-paper research slise slise-algorithm
Language:Python 5
slise
edahelsinki / slise
Robust regression algorithm that can be used for explaining black box models (R implementation)
r robust-regression black-box-explanations local-explanations explain-classifiers explainable-ai explainable-ml interpretable-machine-learning sparse-regression model-agnostic machine-learning research-paper research slise slise-algorithm r-package
Language:R 5
praksharma / Sparse-System-Identification
This work presents the application of machine learning models in order to obtain a sparse governing equation of complex fluid dynamics problems.
data-driven system-identification sparse-regression compression-sensing symbolic-regression nonlinear-dynamical-system
Language:MATLAB 5
corenbialik / gols
Generalized Orthogonal Least-Squares in CUDA
cuda sparse-regression sparsity least-squares feature-selection cublas
Language:Cuda 4
nPIML-team / nPIML
The official respository for noise-aware physics-informed machine learning (nPIML)
deep-learning dynamical-systems machine-learning model-discovery noise-robust nonlinear-dynamics physics-informed-neural-networks sparse-regression system-identification
Language:TeX 4
PABannier / automatic_hp_selection_for_meg
Automatic hyperparameter selection for Lasso-like models solving the M/EEG source localization problem
hyperparameter-optimization machine-learning neuroscience sparse-regression
Language:Python 4
ronwilson016 / Data-Science-Projects
This repository stores my personal projects related to data science studies.
time-frequency-analysis principal-component-analysis singular-value-decomposition fourier-transform machine-learning gabor-filters sparse-regression image-classification dynamic-mode-decomposition model-selection model-discovery support-vector-machines gaussian-mixture-models data-clustering supervised-learning unsupervised-learning neural-nets lstm-neural-networks feedforward-neural-network deep-learning
Language:MATLAB 3
almomaa / Entropic-Regression
The Method of Entropic Regression, sparse system identification method based on causality inference of complex networks.
entropic-regression system-identification sparse-regression regression causal-inference causality
Language:MATLAB 2
Dom-Owens-UoB / moseg
Methods for data segmentation under a sparse regression model
change-detection data-segmentation lasso-regression sparse-regression time-series
Language:R 2
paulpuren / equation-discovery
Physics-informed refinement learning for equation discovery
scientific-machine-learning pde sparse-regression equation-discovery physics-informed-learning
2
GjjvdBurg / SparseStep
SparseStep: Approximating the Counting Norm for Sparse Regularization
feature-selection r sparse-regression sparse-regularization regularized-linear-regression lasso-variants
Language:R 1
jayzuccarelli / sparseregression
The Python Implementation of Sparse Regression.
machine-learning python3 sparse-regression
Language:Python 1
SiddeshSambasivam / A-Comparative-Study-on-SciML-for-KD
This repository is the official implementation of "A Comparative Study on Machine Learning Algorithms for Knowledge Discovery."
knowledge-discovery machine-learning sparse-regression symbolic-regression
Language:Jupyter Notebook 1
thesis-jdgs / additive-sparse-boost-regression
A Python Package for a Sparse Additive Boosting Regressor
additive-models data-science explainable-ai feature-selection gradient-boosted-trees sparse-regression python3
Language:Python 1