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

Let me know if you find it useful.

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  • $\begingroup$ I only have an implementation of the Bayesian LASSO for linear regression and the LASSO for logistic regression currently uploaded. Appologies. $\endgroup$ – emakalic Nov 29 '10 at 23:12
  • $\begingroup$ Your code sounds promising. Under what license are you making it available? A BSD license would allow the widest possible uses. $\endgroup$ – Jack Tanner May 16 '12 at 15:53
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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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Here's a GPL implementation of L1-regularized logistic regression but via the interior-point method rather than coordinate descent.

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I wrote the R package lassoshooting. It is written in C and the code is split in to two files where one of them is for the R interface and the other is more standalone (ccd_common.c).

See https://github.com/tabenius/lassoshooting

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