T-Obuchi/SLRpackage_AcceleratedCV_matlab

Sparse linear regression package with accelerated cross-validation. L_1, SCAD, MCP penalties are covered. The algorithm for optimization is cyclic coordinate descent.

Language: MATLAB - Size: 65.4 KB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 6 - Forks: 0