klkeys/IHT.jl

A Julia module that implements the (normalized) iterative hard thresholding algorithm(IHT) of Blumensath and Davies. IHT performs feature selection akin to LASSO- or MCP-penalized regression using a greedy selection approach.

语言：Julia · GitHub 星标：8 · Fork：2

话题：gpu · iht · julia · penalized-regression

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