A lightweight reusable C++ Machine Learning Code Base. It is built upon Eigen, which provide efficient matrix computation operator.
PISTA: Pathwise Iterative Shrinkage Thresholding Algorithm for Lasso
PIS$^2$TA: PISTA for SQRT Lasso
CMR: Calibrated Multivariate Regression
An example of synthetic data is in Tasks\Synthetic\
- First, you need to write a file containing model configuration.
- Then you may rewrite
runCLITask
insrc\cli_main.cpp
. - Complie your program via
CMake
. - Run
fmlbase
orfmlbase.exe