HSIC_Lasso_Python_version | Python version of HSIC Lasso

HSIC_Lasso_Python_version is a Python library. HSIC_Lasso_Python_version has no bugs, it has no vulnerabilities and it has low support. However HSIC_Lasso_Python_version build file is not available. You can download it from GitHub.

This is a Python version of HSIC Lasso based on the paper High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso by M.Yamada et al. (URL: The author of the paper has a published version of this method now, however this program directly reproduced the algorithm from the paper. Comparing to the work of the original author, the optimization method in this project is different: here I use sk-learn Lasso optimization method to optimze the target function. The kernelization methods in this program is vectorized as possible. Also, this program is written to inherit the Python sk-learn Class, thus it is easy to use -- just use it in the same way of using SK-learn. Last Modified: Chen Wang.