[SciPy-user] LARS algorithm

Gael Varoquaux gael.varoquaux@normalesup....
Fri Apr 10 15:04:50 CDT 2009


Has anybody implemented the LARS[1] (least angle regression) algorithm for
regularized regression in Python or in C binded in Python?

I am about to start in such endeaviour, but I wanted to check if someone
was willing to share code under a BSD-compatible license.

Gaël

[1] http://en.wikipedia.org/wiki/Least-angle_regression

PS: Sorry for the cross-post, I just wanted to be really sure that if
anybody was willing to share such code, I would reach him :)


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