Wednesday, June 29, 2011

Multicore LASSO

Danny Bickson let me know the following about a recent blog entry:
Today we released very efficient multicore code for computing LASSO / sprase logistic regression, following our ICML paper. The code is called via a matlab wrapper.

Let us note the paper uses a battery of tests coming from compressive sensing. Thanks Danny! The project's page is here.

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