Efficient L1 Regularized Logistic Regression |
Su-In Lee, Honglak Lee, Pieter Abbeel and Andrew Y. Ng.
Software Download |
MatLab version IRLS-LARS-M
MatLab/C++ hybrid IRLS-LARS-MC
C++ version IRLS-LARS-C (Not Available Yet)
Comparison of the Performance among M/MC/C |
Machine:
64-bit Linux machine with AMD Opteron 2GHz with 4.6GB RAM
Datasets: