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@debasishg
debasishg / gist:d9b6d984df3cc4681eb1
Last active November 23, 2022 06:26
Useful links on Convex Optimization
@vene
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 <[email protected]>
# Suggested by Mathieu Blondel
from __future__ import division, print_function
import numpy as np
from scipy.optimize import fmin_l_bfgs_b