Hi there, I’m a Master’s student in Statistics. I’ve recently been researching ‘safe screening rules’ for accelerating Lasso solvers. These can improve computation times by orders of magnitude when the number of features is large. I’d like to create a package implementing these methods in Julia to…

When implementing a specific, mostly standalone algorithm, I think it is best to put it in a small package, well-tested, documented, with a very lightweight interface. This has the following advantages: the code should remain functional work a long time, because of the simple setup, and should be…

Seeking advice on contributing to Julia: A faster Lasso solver

Specific Domains Statistics

barankarakus June 25, 2020, 4:16am 4

This is extremely helpful. Thank you.

Topic		Replies	Views
Lasso/lars Machine Learning	12	2115	September 17, 2018
Solving a constraint lasso Optimization (Mathematical)	2	672	April 21, 2021
LASSO or step-wise regression for Julia Statistics	7	1619	May 6, 2024
Least-Angle Regression (LARS) package Optimization (Mathematical)	32	1737	July 13, 2022
[ANN] Generalized Linear Regression package Package Announcements regression	4	2402	January 28, 2022

Seeking advice on contributing to Julia: A faster Lasso solver

Related topics