This repository contains source code to our NeurIPS 2023 paper:
OKRidge: Scalable Optimal k-Sparse Ridge Regression
$ pip install okridge- TODO
Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.
okridge was created by Jiachang Liu. It is licensed under the terms of the BSD 3-Clause license.
okridge was created with cookiecutter and the py-pkgs-cookiecutter template.
If you find our work useful in your research, please consider citing the following paper:
@article{liu2023okridge,
title={OKRidge: Scalable Optimal k-Sparse Ridge Regression},
author={Liu, Jiachang and Rosen, Sam and Zhong, Chudi and Rudin, Cynthia},
booktitle={Proceedings of Neural Information Processing Systems},
year={2023}
}