The RegReg project

RegReg is a proximal gradient algorithm Python framework for prototyping and solving regularized regression problems such as the LASSO. The goal is to enable practitioners to quickly and easily experiment with a variety of different models and choices of regularization. In that spirit, the emphasis is on the flexibility of the framework instead of computational speed for any particular problem.

For more details, see the RegReg algorithms page.

If you are interested in contributing as a developer, please see the RegReg development page.

The RegReg team

• RegReg development
• RegReg documentation
  • Downloading and installing RegReg
  • RegReg algorithms
  • RegReg License Information
  • RegReg documentation attribution
  • API
• Some examples illustrating basic objects in RegReg

Thanks

Jonathan Taylor and Brad Klingenberg were funded by NSF in writing their portion of the software. As such, this material is based upon work supported by the National Science Foundation under Grant No. 0906801. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.