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joshivanhoe authored Feb 9, 2024
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# ⚡ sparsely ⚡
`sparsely` is a `sklearn`-compatible Python module for sparse linear regression and classification. It is fast, using a cutting plane algorithm that efficiently scales to thousands of samples and features.
`sparsely` is a `sklearn`-compatible Python module for sparse linear regression and classification. It uses an efficient cutting-plane algorithm to optimize feature selection, which scales to thousands of samples and features.
This implementation follows [Bertsimas & Van Parys (2017)](https://arxiv.org/pdf/1709.10029.pdf) for regression, and [Bertsimas, Pauphilet & Van Parys (2021)](https://link.springer.com/article/10.1007/s10994-021-06085-5) for classification.

Full API documentation can be found [here](https://joshivanhoe.github.io/sparsely/).
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