Sparse Modeling Software now Open Source !

Julien Mairal just sent me the following:

Hi Igor,

I just wanted to let you know that I have released the sources of my software SPAMS, under licence GPLv3. To summarize the content of the toolbox, it contains:

• Numerous sparse solvers based on proximal methods, which can handle many regularization functions, (l0, l1, group Lasso, tree-structured group Lasso, tree-structured l0, overlapping group Lasso, total variation or fused Lasso), and numerous loss functions, (square, logistic, multiclass logistic), while providing duality gaps to control the convergence of algorithms. It also handles sparse matrices for large scale problems.
• Coordinate descent and block-coordinate descent algorithm
• Implementations of LARS and OMP, which to the best of my knowledge are the fastest available.
• Dictionary learning and matrix factorization algorithms (NMF, sparse PCA...)
• Fast projections algorithms onto some convex sets.

So far, I only provided binaries for Matlab, mainly for Linux computers. I hope this will be a good news for Mac, Windows users, which I hope will be able to compile it on these plateforms and benefit from the latest version!
This should be also possible to interface the toolbox with Python and R, but this will require additional work.

Best regards

Julien

Thanks Julien!


Image Credit: NASA/JPL/Space Science Institute
N00173231.jpg was taken on June 26, 2011 and received on Earth June 27, 2011. The camera was pointing toward TITAN at approximately 2,931,796 kilometers away, and the image was taken using the CL1 and CB3 filters.