Provides fast algorithms for computing the solution path for generalized lasso problems. Important use cases are the fused lasso over an arbitrary graph, and trend fitting of any given polynomial order. Specialized implementations for the latter two problems are given to improve stability and speed.
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Summary
Provides fast algorithms for computing the solution path for generalized lasso problems. Important use cases are the fused lasso over an arbitrary graph, and trend fitting of any given polynomial order. Specialized implementations for the latter two problems are given to improve stability and speed.
Last Updated
Dec 4, 2019 at 21:34
License
GPL (>= 2.0)
Total Downloads
3
Supported Platforms