This is implementation of a coordinate descent for Lasso.
- Lasso [Tibshirani, 1996]
- Coordinate Descent for Lasso [J Friedman et al., 2007;2010]
- NumPy
- Scikit-Learn
- Pandas (To run a sample file)
git clone https://github.com/hogefugabar/Lasso
cd Lasso
from lasso import Lasso
model = Lasso(alpha=1.0, max_iter=1000).fit(X, y)
To run a sample program for Boston dataset,
python sample.py