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vene / lbfgs_l1logistic.py
Last active January 14, 2023 20:30
Solving L1-regularized problems with l-bfgs-b
"""l-bfgs-b L1-Logistic Regression solver"""
# Author: Vlad Niculae <vlad@vene.ro>
# Suggested by Mathieu Blondel
from __future__ import division, print_function
import numpy as np
from scipy.optimize import fmin_l_bfgs_b