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31 public repositories
matching this topic...
A package for the sparse identification of nonlinear dynamical systems from data
Updated
May 3, 2021
Python
Efficient Algorithms for L0 Regularized Learning
a collection of modern sparse (regularized) linear regression algorithms.
Updated
May 10, 2020
Python
Statistical Models with Regularization in Pure Julia
Updated
Oct 30, 2020
Julia
MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3
Updated
Nov 20, 2018
MATLAB
Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)
Updated
Apr 21, 2021
Julia
Matlab toolbox for sparse regression
locus R package - Large-scale variational inference for variable selection in sparse multiple-response regression
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.
Updated
Mar 5, 2020
MATLAB
Variable Selection and Task Grouping for Multi-Task Learning (VSTG-MTL)
Updated
Jan 21, 2020
MATLAB
Nonconvex Exterior Point Operator Splitting
Updated
May 1, 2021
Jupyter Notebook
Updated
Mar 23, 2017
MATLAB
Sparse Bayesian ARX models with flexible noise distributions
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.
Updated
Jul 17, 2017
MATLAB
Generalized Orthogonal Least-Squares in CUDA
Updated
Apr 21, 2018
Cuda
Sparse Identification of Truncation Errors (SITE) for Data-Driven Discovery of Modified Differential Equations
Updated
Aug 22, 2019
Python
Black-box spike and slab variational inference, example with linear models
Updated
Jun 7, 2019
Python
Hybrid Approach to Sparse Group Fused Lasso
Robust regression algorithm that can be used for explaining black box models (R implementation)
STELA algorithm for sparsity regularized linear regression (LASSO)
Updated
Feb 18, 2020
Python
The Python Implementation of Sparse Regression.
Updated
Aug 26, 2020
Python
The Method of Entropic Regression, sparse system identification method based on causality inference of complex networks.
Updated
Jan 24, 2020
MATLAB
Robust regression algorithm that can be used for explaining black box models (Python implementation)
Updated
May 5, 2021
Python
Physically-informed model discovery of systems with nonlinear, rational terms using the SINDy-PI method. Contains functionality for spectral filtering/differentiation. Code is quite messy, at least for now.
Updated
May 6, 2021
MATLAB
Factored QTL analysis applied to GTEx and GWAS of 114 complex traits
This repository stores my personal projects related to data science studies.
Updated
Jul 16, 2020
MATLAB
This work presents the application of machine learning models in order to obtain a sparse governing equation of complex fluid dynamics problems.
Updated
Jan 7, 2021
MATLAB
SparseStep: Approximating the Counting Norm for Sparse Regularization
(now superseded by MLJLinearModels)
Updated
Aug 26, 2019
Julia
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It is possible that we might want to vary penalty parameter across iterations for the implementation in ADMM. See the excerpt below from the ADMM monograph by Boyd et al.