Regression Analytics Library

Regression Analytics Library maintains various Variants of Regression Analytics, across different Penalizing Norms.

Documentation

Document	Link
Technical Specification	Latest Previous
User Guide
API	Javadoc

Component Projects

Coverage

Tikhonov Regularization
- Overview
- Tikhonov Regularization
  - Generalized Tikhonov Regularization
- Lavrentiev Regularization
- Regularization in Hilbert Space
- Relation to Singular-value Decomposition and Wiener Filter
- Determination of the Tikhonov Factor
- Relation to Proabilistic Formulation
- Bayesian Interpretation
- References
Lasso
- Overview
- Basic Form
  - Least Squares
  - Orthonormal Covariates
  - Correlated Covariates
- General Form
- Interpretations
  - General Interpretation
  - Making λ Easier to Interpret with an Accuracy-Simplicity Tradeoff
  - Bayesian Interpretation
  - Convex Relatio Interpretation
- Generalizations
  - Elastic Net
  - Group Lasso
  - Fused Lasso
  - Quasi-norms and Bridge Regression
  - Adaptive Lasso
  - Prior Lasso
- Computing Lasso Solutions
- Choice of Regularization Parameter
- Selected Applications
- References
Regularization Paths for Generalized Linear Models via Coordinate Descent
- Abstract
- Introduction
- Algorithms for the Lasso, Ridge Regression, and Elastic Net
  - Naive Updates
  - Covariance Updates
  - Sparse Updates
  - Weighted Updates
  - Path-wise Coordinate Descent
  - Other Details
- Regularized Logistic Regression
- Regularized Multinomial Regression
  - Regularization and Parameter Ambiguity
  - Grouped and Matrix Responses
- Timings
  - Regression with the Lasso
  - Lasso-logistic Regression
  - Real Data
  - Other Comparisons
- Selecting the Tuning Parameters
- Discussions
- References

DROP Specifications

Main => https://lakshmidrip.github.io/DROP/
Wiki => https://github.com/lakshmiDRIP/DROP/wiki
GitHub => https://github.com/lakshmiDRIP/DROP
Repo Layout Taxonomy => https://lakshmidrip.github.io/DROP/Taxonomy.md
Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
Release Versions => https://lakshmidrip.github.io/DROP/version.html
Community Credits => https://lakshmidrip.github.io/DROP/credits.html
Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues