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What open-source implementations -- in any language -- exist out there that can compute lasso regularisation paths for linear regression by coordinate descent?

So far I am aware of:

Anything else out there?

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3 Answers

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I have a MATLAB and C/C++ implementation here.

Let me know if you find it useful.

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I only have an implementation of the Bayesian LASSO for linear regression and the LASSO for logistic regression currently uploaded. Appologies. – emakalic Nov 29 '10 at 23:12
Your code sounds promising. Under what license are you making it available? A BSD license would allow the widest possible uses. – Jack Tanner May 16 '12 at 15:53
up vote 2 down vote

Here's a GPL implementation of L1-regularized logistic regression but via the interior-point method rather than coordinate descent.

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You can also take a look at lasso4j which is an open source Java implementation of Lasso for linear regression. It is a port of the glmnet package to pure Java.

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