论文标题

L0LEARN:使用L0正则化的可扩展软件包用于稀疏学习

L0Learn: A Scalable Package for Sparse Learning using L0 Regularization

论文作者

Hazimeh, Hussein, Mazumder, Rahul, Nonet, Tim

论文摘要

我们提供L0LEARN:使用$ \ ell_0 $正则化的开源软件包,用于稀疏线性回归和分类。 L0learn基于坐标下降和局部组合优化实现可扩展的近似算法。该软件包是使用C ++构建的,并具有用户友好的R和Python接口。 L0learn可以解决数百万个功能的问题,通过最先进的稀疏学习包来实现竞争性运行时间和统计性能。 L0LEARN可在Cran和GitHub(https://cran.r-project.org/package=l0learn和https://github.com/hazimehh/l0learn)上使用。

We present L0Learn: an open-source package for sparse linear regression and classification using $\ell_0$ regularization. L0Learn implements scalable, approximate algorithms, based on coordinate descent and local combinatorial optimization. The package is built using C++ and has user-friendly R and Python interfaces. L0Learn can address problems with millions of features, achieving competitive run times and statistical performance with state-of-the-art sparse learning packages. L0Learn is available on both CRAN and GitHub (https://cran.r-project.org/package=L0Learn and https://github.com/hazimehh/L0Learn).

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