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:
Dictionary learning and matrix factorization (NMF, sparse principle component analysis (PCA), ...)
Solving sparse decomposition problems with LARS, coordinate descent, OMP, SOMP, proximal methods
Solving structured sparse decomposition problems (l1/l2, l1/linf, sparse group lasso, tree-structured regularization, structured sparsity with overlapping groups,...).