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.
- 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.
- De Mol, C., E. De Vito and L. Rosasco. "Elastic-net regularization in learning theory". J. Complexity 25.2 (2009): 201-230.