HDIM-Py

HDIM is a toolkit for working with high-dimensional data that emphasizes speed and statistical guarantees. Specifically, it provides tools for working with the LASSO objective function.

HDIM provides iterative solvers for the LASSO objective function including ISTA, FISTA and Coordinate Descent. HDIM also provides FOS, the Fast and Optimal Selection algorithm, a novel new method for performing variable selection via the LASSO.

This package is a Python wrapper over the original C++ implementation of HDIM.

Dependencies

This package requires that the Eigen 3 C++ linear algebra package be installed on the target system. Note that the root directory for Eigen 3, labeled eigen3, should be located under /usr/include/. You will also need a version of numpy with development headers.

Supported Platforms

This package is currently tested and officially supported only on Linux platforms.

Installation

This package can be installed from source, or from the Python Package Index ( PyPi ).

From source

• Clone the HDIM package into a convenient location via git clone --recursive https://github.com/LedererLab/HDIM-Py.git
• Navigate to the root directory of the newly cloned repo ( e.g. HDIM-Py ). This directory will contain a file called setup.py.
• Run the following command pip3 install --user . to install the package for only the current user, or run sudo pip3 install . to install the package system wide.
• Either command will build the package and install it.

From PyPi

This package is hosted on the Python Package Index and can be installed without cloning this repository.

• Run the following command pip3 install --user hdim to install the package for only the current user, or run sudo pip3 install hdim to install the package system wide.

Licensing

The HDIM package is licensed under the MIT license. To view the MIT license please consult the LICENSE.txt file included with this package.

Authors

Based on research conducted by the Lederer and Hauser HDIM group including work by Johannes Lederer, Alain Hauser, Néhémy Lim, and others.

The original C++ implementation of the HDIM package was constructed by Saba Noorassa and Benjamin J Phillips.

This package was constructed by Benjamin J Phillips.

References

• FOS
• GAP SAFE Screening Rules