Implementation of a basic Coordinate Ascent (same thing as Coordinate Descent, just 'reversed'), as well as the Lasso implementation.

This repository has basically 4 modules:

• Class to synthesize some data (with noise)
• Coordinate Ascent
• Coordinate Ascent for Lasso
• File to test everything

• Python 3.3 (but might also work with Python >= 2.6)
• Numpy >= 1.7
• Matplotlib >= 1.3.0
• For comparison with Lars: scikit-learn >= 0.14