Section: Software

Matlab Software from “Graphical Model Structure Learning with L1-Regularization”

Participant : Mark Schmidt [correspondant] .

This package contains the code used to produce the results in Mark Schmidt's thesis: Roughly, there are five components corresponding to five of the thesis chapters:

• Chapter 2: L-BFGS methods for optimizing differentiable functions plus an L1-regularization term.

• Chapter 3: L-BFGS methods for optimizing differentiable functions with simple constraints or regularizers.

• Chapter 4: An L1-regularization method for learning dependency networks, and methods for structure learning in directed acyclic graphical models.

• Chapter 5: L1-regularization and group L1-regularization for learning undirected graphical models, using either the L2, Linf, or nuclear norm of the groups.

• Chapter 6: Overlapping group L1-regularization for learning hierarhical log-linear models, and an active set method for searching through the space of higher-order groups.

See also the web page http://www.di.ens.fr/~mschmidt/Software/thesis.html .

• Version: 1

• Contact: mark.schmidt@inria.fr