sparse-regression 开源项目推荐（77 个）

dynamicslab /pysindy

从数据中稀疏识别非线性动力系统的包

hazimehh /L0Learn

Efficient Algorithms for L0 Regularized Learning

JuliaAI /MLJLinearModels.jl

Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)

Ohjeah /sparsereg

a collection of modern sparse (regularized) linear regression algorithms.

hiroyuki-kasai /SparseGDLibrary

MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3

joshday /SparseRegression.jl

Statistical Models with Regularization in Pure Julia

ronceray /StochasticForceInference

Learn stochastic differential equations (Langevin dynamics: drift/force and diffusion) from time series and trajectory data. Python + JAX.

SebastianAment /CompressedSensing.jl

Contains a wide-ranging collection of compressed sensing and feature selection algorithms. Examples include matching pursuit algorithms, forward and backward stepwise regression, sparse Bayesian learning, and basis pursuit.

Hua-Zhou /SparseReg

Matlab toolbox for sparse regression

ArturSepp /factorlasso

Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consistent factor covariance assembly

jolars /SLOPE

Sorted L1 Penalized Estimation

mntabassm /SAEN-LARS

Sequential adaptive elastic net (SAEN) approach, complex-valued LARS solver for weighted Lasso/elastic-net problems, and sparsity (or model) order detection with an application to single-snapshot source localization.

Shuvomoy /NExOS.jl

Nonconvex Exterior Point Operator Splitting

JunYongJeong /VSTG-MTL

Variable Selection and Task Grouping for Multi-Task Learning (VSTG-MTL)

marsgaocv /BayesianSindyAutoencoder

Bayesian autoencoders for data-driven discovery of coordinates, governing equations and fundamental constants. Proceedings of the Royal Society A.

ldv1 /bbvi_spike_and_slab

Black-box spike and slab variational inference, example with linear models

HJakeCunningham /ASVGP

Actually Sparse Variational Gaussian Processes implemented in GPlow

tumaer /SITE

Sparse Identification of Truncation Errors (SITE) for Data-Driven Discovery of Modified Differential Equations

BystrickyK /SINDy

Physically-informed model discovery of systems with nonlinear, rational terms using the SINDy-PI method. Contains functionality for spectral filtering/differentiation.

sandialabs /pytuq

Python Toolkit for Uncertainty Quantification