2021
DOI: 10.21105/joss.02844
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c-lasso - a Python package for constrained sparse and robust regression and classification

Abstract: We introduce c-lasso, a Python package that enables sparse and robust linear regression and classification with linear equality constraints. The underlying statistical forward model is assumed to be of the following form: y = Xβ + σϵ subject to Cβ = 0 Here, X ∈ R n×d is a given design matrix and the vector y ∈ R n is a continuous or binary response vector. The matrix C is a general constraint matrix. The vector β ∈ R d contains the unknown coefficients and σ an unknown scale. Prominent use cases are (sparse) l… Show more

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Cited by 9 publications
(7 citation statements)
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“…On the other hand, if the Python (Python Software Foundation) language is used, the c‐lasso package (Simpson et al., 2021) enables the performance of sparse and robust linear regressions and classifications with linear equality constraints on the model's parameters. This programme manages several estimators for inferring the unknown coefficients, including regularised SVMs.…”
Section: Advanced Data Analysis and Visualisationmentioning
confidence: 99%
“…On the other hand, if the Python (Python Software Foundation) language is used, the c‐lasso package (Simpson et al., 2021) enables the performance of sparse and robust linear regressions and classifications with linear equality constraints on the model's parameters. This programme manages several estimators for inferring the unknown coefficients, including regularised SVMs.…”
Section: Advanced Data Analysis and Visualisationmentioning
confidence: 99%
“…spgl1 is a NumPy based implementation of spectral projected gradient for L1 minimization. c-lasso (Simpson et al, 2021) is a Python package for constrained sparse regression and classification. This is also CPU only.…”
Section: Statement Of Needmentioning
confidence: 99%
“…where β o and β k are the respective vectors of coefficients for the original and knockoff features such that β = (β o , β k ). The problem can be solved with c-lasso solver in Python (Simpson et al, 2021).…”
Section: Modified Compositional Lasso Model For Microbiome Knockoff S...mentioning
confidence: 99%
“…where γ = (γ o , γ k ) is the concatenation of the node effects of the original features and their knockoff counterparts. The problem can be solved with c-lasso solver in Python (Simpson et al, 2021).…”
Section: Incorporating Phylogenetic Informationmentioning
confidence: 99%