implements the l1l2 regularization with double optimization described and studied in [1,2]. The package is implemented in Python(≥2.5.0) and requires NumPy(≥1.3.0).

The L1L2Py homepage can be found here together with the source code.

References

1. De Mol, C. et al. "A Regularized Method for Selecting Nested Group of Genes from Microarray Data". Journal of Computational Biology 16 (2009): 677-690.
2. De Mol, C., E. De Vito and L. Rosasco. "Elastic-net regularization in learning theory". J. Complexity 25.2 (2009): 201-230.