SLEP: A Sparse Learning Package

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The SLEP (Sparse Learning with Efficient Projections) package provides a set of programs for sparse learning:

Ø ℓ₁-Regularized (Constrained) Sparse Learning

Ø ℓ₁/ℓ_q-Regularized Sparse Learning (q>1)

Ø Fused Lasso

Ø Sparse Inverse Covariance Estimation

Ø Sparse Group Lasso

Ø Tree Structured Group Lasso

Ø Overlapping Group Lasso

Ø Ordered Tree-Nonnegative Max-Heap

Ø Trace Norm Regularized Learning

Revision History:

Ø SLEP 4.1 was released, December 2011

o Added Ordered Tree-Nonnegative Max-Heap

Ø SLEP 4.0 was released, October 2010

o Added sparse group Lasso, tree structured group Lasso, and overlapping group Lasso

Ø SLEP 3.0 was released, February 2010

o Added fused Lasso and sparse inverse covariance estimation

Ø SLEP 2.0 was released, October 2009

o Added trace norm regularized learning

Ø SLEP 1.1 was released, September 2009

o Added ℓ₁/ℓ₂-constrained sparse learning

Ø SLEP 1.0 was released, August 2009

If you have any suggestions or you have found a bug, please contact us via email at j.liu@asu.edu or jieping.ye@asu.edu.