Section: New Software and Platforms

SPArse Modeling Software (SPAMS)

Participants : Julien Mairal [correspondant] , Yuansi Chen, Zaid Harchaoui.

SPAMS v2.5 was released as open-source software in May 2014 (v1.0 was released in September 2009). 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 medium-scale sparse decomposition problems with LARS, coordinate descent, OMP, SOMP, proximal methods;

• Solving large-scale sparse estimation problems with stochastic optimization;

• Solving structured sparse decomposition problems (sparse group lasso, tree-structured regularization, structured sparsity with overlapping groups,...).

The software and its documentation are available at http://spams-devel.gforge.inria.fr/ .

This year, we added new functionalities to the toolbox. The implementation of archetypal analysis corresponding to the paper [9] was added.