picasso (Q32225)
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Sparse Learning with Convex and Concave Penalties
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | picasso |
Sparse Learning with Convex and Concave Penalties |
Statements
25 July 2026
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Fast regularization paths for sparse Gaussian, binomial, Poisson, square-root-lasso, and multinomial models with lasso, smoothly clipped absolute deviation, or minimax concave penalties. Computation uses pathwise coordinate optimization, active-set updates, warm starts, screening rules, Proximal Newton iterations, quadratic majorization, and adaptive local linear approximation where appropriate. Core solvers are implemented in C++, and coefficient paths are returned as Matrix-compatible objects.
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Xingguo Li
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Haoming Jiang
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Mengdi Wang
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Tong Zhang
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Han Liu
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Identifiers
15 January 2021
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