Large-scale sparse linear classification and regression in Python/Cython.

The required dependencies to build the software are Python >= 2.6, setuptools, Numpy >= 1.3, SciPy >= 0.7, scikit-learn (git version), Cython >= 0.15.1 and a working C/C++ compiler.

To run the tests you will also need nose >= 0.10.

First run:

make cython

Then to install in your home directory, use:

python setup.py install --home

To install for all users on Unix/Linux:

python setup.py build
sudo python setup.py install

If you used lightning in your research, please consider citing the following paper:

For more information, see http://www.mblondel.org/journal/2013/05/12/large-scale-sparse-multiclass-classification/