Archive for the ‘SPAMS’ Category

SPAMS (SPArse Modeling Software)

Saturday, April 21st, 2012

SPAMS (SPArse Modeling Software)

From the webpage:

SPAMS (SPArse Modeling Software) is an optimization toolbox for solving various sparse estimation problems.

  • Dictionary learning and matrix factorization (NMF, sparse PCA, …)
  • Solving sparse decomposition problems with LARS, coordinate descent, OMP, SOMP, proximal methods
  • Solving structured sparse decomposition problems (l1/l2, l1/linf, sparse group lasso, tree-structured regularization, structured sparsity with overlapping groups,…).

SPAMS Documentation

I first saw this at the Nuit Blanche post SPAMS (SPArse Modeling Software) now with Python and R.