Examples

This is set of simple examples using sparse linear regression models implemented in sparse-lm. For the the vast majority of cases, the sparse-lm models can be used in the same way as the linear regression models in scikit-learn.

Recovering sparse signals

Recovering sparse signals

Tuning hyperparameters with line search

Tuning hyperparameters with line search

Using stepwise estimator

Using stepwise estimator

Using adaptive regularization

Using adaptive regularization

Hyperparameters selection with 1-std rule

Hyperparameters selection with 1-std rule

(Sparse) Group regression

(Sparse) Group regression

Adding solution constraints

Adding solution constraints