LeastR Least Squares Loss with the L1-norm Regularization-Least Squares Loss with the L1-norm Regularization

A Comprehensive Sparse Learning Package-Descr iptions: Six sparse algorithms are implemented in this package. They are 1) SVM 2) L1-norm SVM a) Linear Programming SVM b) SC-SVM 3) L0-norm SVM 4) RVM (Relevance Vector Machine) 5)