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Fast algorithm with dual extrapolation for the Lasso

Project description

# celer

[![](]( [![](](

Fast algorithm to solve the Lasso with dual extrapolation

# Documentation

Please visit for the latest version of the documentation.

# Basic instructions Clone the repository:

` $git clone $cd celer/ $conda env create --file environment.yml $source activate celer-env $pip install --no-deps -e . `

# Demos Lasso path computation on the Leukemia dataset (comparison with scikit-learn): ` $source activate celer-env $ipython %run examples/ `

Lasso path computation on the Finance/log1p dataset (more significant, but it takes times to download the data, preprocess it, and compute the path): ` $source activate celer-env $ipython %run examples/ `

# Dependencies All dependencies are in `./environment.yml`

# Cite If you use this code, please cite [this paper](

Mathurin Massias, Alexandre Gramfort and Joseph Salmon

Dual Extrapolation for Faster Lasso Solvers

Arxiv preprint, 2018

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