Implementation of a basic Coordinate Ascent (same thing as Coordinate Descent, just 'reversed'), as well as the Lasso implementation.
This repository has basically 4 modules:
- Class to synthesize some data (with noise)
- Coordinate Ascent
- Coordinate Ascent for Lasso
- File to test everything
- Python 3.3 (but might also work with Python >= 2.6)
- Numpy >= 1.7
- Matplotlib >= 1.3.0
- For comparison with Lars: scikit-learn >= 0.14