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add table to paper
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lbluque committed Oct 3, 2023
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Expand Up @@ -150,16 +150,25 @@ options are implemented. The implemented models are listed below:

## Implemented regression models

- Lasso & Adaptive Lasso
- Group Lasso & Adaptive Group Lasso
- Sparse Group Lasso & Adaptive Sparse Group Lasso
- Ridged Group Lasso & Adaptive Ridge Group Lasso
- Best Subset Selection
- Ridged Best Subset Selection
- $\ell_0$ pseudo-norm regularized regression
- $\ell_0\ell_2$ mixed-norm regularized regression
The table below shows the regression models that are implemented in `sparse-lm` as well
as available implementations in other Python packages.

| Model | `sparse-lm` | `celer` | `groupyr` | `group-lasso` | `skglm` | `abess` |
|:-----------------------------:|:-----------:|:-------:|:---------:|:--------------:|:-------:|:-------:|
| (Adaptive) Lasso | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |
| (Adaptive) Group Lasso | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |
| (Adaptive) Sparse Group Lasso | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |
| (Adaptive) Ridged Group Lasso | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |
| Best Subset Selection | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |
| Ridged Best Subset Selection | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |
| $\ell_0$ pseudo-norm | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |
| $\ell_0\ell_2$ mixed-norm | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ | ✔️ |

## Implemented model selection and composition tools

In addition to the regression models in the table above, a few model selection and composition models
are also implemented. These models are listed below:

- One standard deviation rule grid search cross-validation
- Line search cross-validation
- Stepwise composite estimator
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