rRAP: Real-Time Adaptive Penalization for Streaming Lasso Models

An implementation of the Real-time Adaptive Penalization (RAP) algorithm through which to iteratively update a regularization parameter in a streaming context.

AuthorRicardo Pio Monti
Date of publication2016-10-31 16:53:55
MaintainerRicardo Pio Monti <ricardo.monti08@gmail.com>
LicenseGPL-2
Version1.1

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