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Picasso Python Package

Project description

PICASSO: Penalized Generalized Linear Model Solver - Unleash the Power of Non-convex Penalty

Unleash the power of nonconvex penalty

L1 penalized regression (LASSO) is great for feature selection. However when you use LASSO in very noisy setting, especially when some columns in your data have strong colinearity, LASSO tends to give biased estimator due to the penalty term. As demonstrated in the example below, the lowest estimation error among all the lambdas computed is as high as 16.41%.

Installation

Install from source file (Github):

  • Clone picasso.git via git clone https://github.com/jasonge27/picasso.git

  • Make sure python-package/pycasso/lib is deleted before installing.

  • Build the source file first via the cmake with CMakeLists.txt in the root directory. (You will see a lib file under (root)/lib/ )

  • Make sure you have setuptools

  • Install with cd python-package; python setup.py install command from this directory.

Install from PyPI:

  • pip install pycasso

  • Note: Owing to the setting on different OS, our binary distribution might not be working in your environment. Thus please build from source.

You can test if the package has been successfully installed by:

import pycasso
picasso.test()

Usage

import pycasso
picasso.test()

For Developer

Please follow the sphinx syntax style

To update the document: cd doc; make html

Copy Right

Author:

Jason(Jian) Ge, Haoming Jiang

Maintainer:

Haoming Jiang <jianghm@gatech.edu>

Project details


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Source Distribution

pycasso-0.0.5.dev2.tar.gz (473.5 kB view hashes)

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