APGD 0.1

Accelerated Proximal Gradient Descent (APGD) algorithm to solve the penalized regression models

APGD v.0.1.0

Python version of the Accelerated Proximal Gradient Descent (APGD) algorithm is to solve the penalized regression models, including

• HuberNet: Huber loss function along with Network-based penalty function;
• HuberLasso: Huber loss function along with Lasso penalty function;
• HuberENET: Huber loss function along with Elastic Net penalty function;
• ENET: Mean square error loss function along with Elastic Net penalty function;
• Lasso: Mean square error loss function along with Lasso penalty function;
• Net: Mean square error loss function along with Network-based penalty function.

Functions

Please refer from Github site.