4.1.5. statsmodels.base.l1_slsqp¶
Holds files for l1 regularization of LikelihoodModel, using scipy.optimize.slsqp
4.1.5.1. Functions¶
fit_l1_slsqp (f, score, start_params, args, ...) |
Solve the l1 regularized problem using scipy.optimize.fmin_slsqp(). |