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Are there any open-source Java implementations of lasso or least angles regression?

Pure Java code would be best, but clean implementations in other languages would also be of interest. I am already aware of the existence of a variety of R packages than can do lasso/LAR fits.

Thanks.

NPE
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3 Answers3

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About clean implementation in Python, there is the scikit.learn toolkit. The L1/L2 regularization scheme (incl. elasticnet) works great with GLM (LARS and coordinate descent algorithms available). Don't know about Java implementation.

chl
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lasso4j is an open source Java implementation of Lasso for linear regression.

Yasser
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I've just come across mlpy, which also has an implementation of the lasso (in Python.)

NPE
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  • (+1) Yes, I'm aware of that project too. But I know that those that are currently developing the `scikit.learn` are serious guys working in neuroimaging, and that the project will evolve and include ever growing features. – chl Nov 18 '10 at 18:45
  • @chi I've decided to go with `scikit.learn` as my reference implementation (and have accepted your answer.) It looks like high-quality code. – NPE Nov 18 '10 at 20:27