Welcome to the documentation of Parsimony!¶

Parsimony provides structured and sparse modelling in machine learning. Parsimony currently contains:

• Loss functions:

  • Linear regression
  • Logistic regression

• Penalties:

  • L1 (Lasso)
  • L2 (Ridge)
  • Total variation (TV)
  • Overlapping group lasso (GL)

• Algorithms:

  • Iterative Soft-Thresholding Algorithm (ISTA)
  • Fast Iterative Soft-Thresholding Algorithm (FISTA)
  • COntinuation of NESTsterov’s smoothing Algorithm (CONESTA)
  • Excessive Gap Method