Regression for Sparse Signal

Implemented Models:

Elastic Net
Lasso

Todo

Group Lasso

References

Regularization Paths for Generalized Linear Models via Coordinate Descent, Jerome Friedman, Trevor Hastie and Rob Tibshirani, Journal of Statistical Software, Volume 33, Issue 1, (2010).
Pathwise Corrdinate Optimization, Jerome Friedman, Trevor Hastie and Rob Tibshirani, https://arxiv.org/abs/0708.1485