All the Python scripts are supported by Python 3.5.3 or later.

(Option) It is recommended that you have a virtual environment with pyenv and pyenv-virtualenv.

numpy 1.13.3, scikit-learn 0.19.1 and PyYAML 3.12 are required. Use the pip command and install the packages as follows:

pip install -r requirements.txt

Run

python run.py params.yaml

with the config file in YAML format located under the config directory.

As of 5/12/2018, only the Boston house-prices dataset is available.

Hastie, Trevor, et al. Statistical Learning with Sparsity: the Lasso and Generalizations. CRC Press, Taylor & Francis Group, 2015.