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:
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Chapter 2: L-BFGS methods for optimizing differentiable functions plus an L1-regularization term.
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Chapter 3: L-BFGS methods for optimizing differentiable functions with simple constraints or regularizers.
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Chapter 4: An L1-regularization method for learning dependency networks, and methods for structure learning in directed acyclic graphical models.
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Chapter 5: L1-regularization and group L1-regularization for learning undirected graphical models, using either the L2, Linf, or nuclear norm of the groups.
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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 .