Search Results for author: Léo Simpson

Found 2 papers, 1 papers with code

c-lasso -- a Python package for constrained sparse and robust regression and classification

1 code implementation2 Nov 2020 Léo Simpson, Patrick L. Combettes, Christian L. Müller

The underlying statistical forward model is assumed to be of the following form: \[ y = X \beta + \sigma \epsilon \qquad \textrm{subject to} \qquad C\beta=0 \] Here, $X \in \mathbb{R}^{n\times d}$is a given design matrix and the vector $y \in \mathbb{R}^{n}$ is a continuous or binary response vector.

General Classification regression

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