flashMLbase

A lightweight reusable C++ Machine Learning Code Base. It is built upon Eigen, which provide efficient matrix computation operator.

Model Zoo

PISTA: Pathwise Iterative Shrinkage Thresholding Algorithm for Lasso

PIS$^2$TA: PISTA for SQRT Lasso

CMR: Calibrated Multivariate Regression

Usage

An example of synthetic data is in Tasks\Synthetic\

• First, you need to write a file containing model configuration.
• Then you may rewrite runCLITask in src\cli_main.cpp.
• Complie your program via CMake.
• Run fmlbase or fmlbase.exe