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Research Software
Links to software packages accompanying publications can be found in the Publications page (links to code are provided beside a paper).
Selected software packages on CRAN and PyPi are listed below.
Software packages written in R (CRAN)
- L0Learn (Fast Approximate Algorithms for regularized subset selection: regression & classification)
--Also on GitHub
- FACTMLE (Algorithm for Maximum Likelihood Low-rank Factor Analysis)
- softImpute (Algorithms for Matrix Completion)
- sparsenet (Algorithms for nonconvex penalized regression)
- dpglasso (Primal algorithm for graphical lasso)
Software packages written in Python (PyPi)
- L0BnB (Exact Algorithms for regularized subset selection via branch-and-bound & first-order methods)
--Also on GitHub
- hierScale (Sparse Hierarchical Interactions with convex optimization)
--Also on GitHub
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