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agramfort / lasso_ista_fista.py
Created January 31, 2016 14:33
Lasso with ISTA and FISTA
#!/usr/bin/env python
#
# Solve LASSO regression problem with ISTA and FISTA
# iterative solvers.
# Author : Alexandre Gramfort, first.last@telecom-paristech.fr
# License BSD
import time
from math import sqrt