Statistics 4240 - Data Mining

In class, I recall you mentioned there were software implementations for ridge and lasso that are much faster than R.  You also mentioned that, when doing text categorization, the data structures are set up differently from the standard "spreadsheet view" to handle sparse data.  Could you post links on where we can find references or software for each of these topics?  Thanks,


For logistic regression, two reasonable options are:

http://www.bayesianregression.com
http://www.stanford.edu/~boyd/l1_logreg/

For regular regression..

http://www.stanford.edu/~boyd/l1_ls/ (matlab - doesn't scale so well)
http://www-stat.stanford.edu/~hastie/Papers/LARS/ (R - doesn't scale so well)

http://www.maths.uwa.edu.au/~berwin/software/lasso.html (I haven't
actually used this)


One sparse data format often used in sparse, high dimensional
applications is described at http://stat.rutgers.edu/~madigan/BBR.
In turn this is modeled on http://svmlight.joachims.org/