Section: Software

SPArse Modeling Software (SPAMS)

SPAMS v2.3 was released as open-source software in May 2012 (v1.0 was released in September 2009 and v2.0 in November 2010). It is an optimization toolbox implementing algorithms to address various machine learning and signal processing problems involving

• Dictionary learning and matrix factorization (NMF, sparse PCA, ...)

• Solving sparse decomposition problems with LARS, coordinate descent, OMP, SOMP, proximal methods

• Solving structured sparse decomposition problems (${\ell }_1/{\ell }_2$, ${\ell }_1/{\ell }_{\infty }$, sparse group lasso, tree-structured regularization, structured sparsity with overlapping groups,...).

The software and its documentation are available at http://www.di.ens.fr/willow/SPAMS/ .