GAPSAFE_SGL. GAP Safe Screening Rules for Sparse-Group Lasso.
15Gap_Safe_Rules. Fast coordinate descent implementations with screening rules.
9safe_grid_search. Approximation path and optimal selection of regularization hyperparameter for some machine learning problems.
7homotopy_conformal_prediction. Python
5stable_conformal_prediction. Python
5rootCP. Computing conformal prediction set without data splitting
4smoothed_concomitant_lasso. Joint estimation of location and scale parameters with l1 regularization.
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