What’s new#

Version 0.4 (in progress)#

Version 0.3.1 (2023/12/21)#

  • Add support for weights and positive coefficients to MCPRegression Estimator (PR: #184)

  • Move solver specific computations from Datafit.initialize() to separate Datafit methods to ease Solver - Datafit compatibility check (PR: #192)

  • Add LogSumPenalty (PR: ##127)

  • Remove abstract methods in BaseDatafit and BasePenalty to make solver/penalty/datafit compatibility check easier (PR ##205)

  • Add fixed-point distance to build working sets in ProxNewton solver (#138)

  • Add support and tutorial for positive coefficients to Group Lasso Penalty (PR: #221)

Version 0.3 (2023/07/01)#

Version 0.2 (2022/10/18)#

  • Experimental Square root Lasso class with ProxNewton or Chambolle-Pock solver (PR #57)

  • Accelerated block coordinate descent solver GroupBCD with working sets for problems with group penalties (PR #29, #28, and #26)

  • Proximal Newton solver ProxNewton with working sets for problems with non-quadratic datafits (PR #51)

  • Huber datafit (PR #14)

  • Added SCAD and BlockSCAD penalties (PR #12)

  • Fitting intercept for Quadratic, Logistic and Huber datafits (PR #55)

  • Added GramCD, a Gram-based coordinate descent solver for problems with n_features `\ll` n_samples (PR #59)

  • Transform solvers from functions to classes (PR #63)

Version 0.1 (2022/04/25)#

  • Initial release (initial commit: 2022/04/20)