r-spams 2.6-2017-03-22 Toolbox for solving sparse estimation problems

SPAMS (SPArse Modeling Software) is an optimization toolbox for solving various sparse estimation problems. It includes tools for the following problems:

  1. Dictionary learning and matrix factorization (NMF, sparse principle component analysis (PCA), ...)

  2. Solving sparse decomposition problems with LARS, coordinate descent, OMP, SOMP, proximal methods

  3. Solving structured sparse decomposition problems (l1/l2, l1/linf, sparse group lasso, tree-structured regularization, structured sparsity with overlapping groups,...).