Comments (3)
This package is mostly for experiment purpose and I guess for specific tasks it's more straightforward to implement the algorithm from scratch. However, the core part of this package was written in C++ with the Eigen library, so feel free to use the code inside the src
directory if it helps.
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There was another experimental package I wrote for Spark: https://github.com/yixuan/ADMM-Spark. Don't take it too seriously. It was written long time ago based on an old version of Spark. But it may provide some insights for your own project.
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Thanks I'll look into it
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Related Issues (10)
- Fail to install on Mac HOT 1
- API not very friendly to programming HOT 1
- Questions about the sparse lasso soluction from the implemented ADMM HOT 2
- Fail to install on Centos HOT 2
- Demo bug from http://statr.me/admm/ HOT 1
- Installation problem HOT 2
- Fit GLMs with other distributions? HOT 1
- Nonnegative constraints on fitted coefficients?
- Use sparse input matrix?
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