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stat.CO2026
How to Train Your Intercept: A Comparison of Intercept Update Strategies in Coordinate Descent
Johan Larsson, Frederik Fabricius-Bjerre
Coordinate descent solvers for regularized generalized linear models (GLMs) differ in how they update the intercept. This seemingly routine choice can substantially affect converge…
stat.CO2025
Efficient Solvers for SLOPE in R, Python, Julia, and C++
Johan Larsson, Malgorzata Bogdan, Krystyna Grzesiak +2
We present a suite of packages in R, Python, Julia, and C++ that efficiently solve the Sorted L-One Penalized Estimation (SLOPE) problem. The packages feature a highly efficient hy…