A package for the sparse identification of nonlinear dynamical systems from data

• UpdatedDec 11, 2025
• Python

Efficient Algorithms for L0 Regularized Learning

• UpdatedJan 22, 2024
• C++

Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)

• UpdatedMay 31, 2025
• Julia

a collection of modern sparse (regularized) linear regression algorithms.

• UpdatedMay 10, 2020
• Python

MATLAB library of gradient descent algorithms for sparse modeling: Version 1.0.3

• UpdatedNov 20, 2018
• MATLAB

Statistical Models with Regularization in Pure Julia

• UpdatedDec 13, 2021
• Julia

Contains a wide-ranging collection of compressed sensing and feature selection algorithms. Examples include matching pursuit algorithms, forward and backward stepwise regression, sparse Bayesian learning, and basis pursuit.

• UpdatedMar 28, 2022
• Julia

Matlab toolbox for sparse regression

• UpdatedFeb 20, 2022
• HTML

Sorted L1 Penalized Estimation

• UpdatedDec 15, 2025
• C++

Sequential adaptive elastic net (SAEN) approach, complex-valued LARS solver for weighted Lasso/elastic-net problems, and sparsity (or model) order detection with an application to single-snapshot source localization.

• UpdatedMar 5, 2020
• MATLAB

Nonconvex Exterior Point Operator Splitting

• UpdatedApr 27, 2024
• Jupyter Notebook

Variable Selection and Task Grouping for Multi-Task Learning (VSTG-MTL)

• UpdatedJan 21, 2020
• MATLAB

Bayesian autoencoders for data-driven discovery of coordinates, governing equations and fundamental constants. Proceedings of the Royal Society A.

• UpdatedJul 9, 2024
• Jupyter Notebook

Black-box spike and slab variational inference, example with linear models

• UpdatedJun 7, 2019
• Python

Actually Sparse Variational Gaussian Processes implemented in GPlow

• UpdatedAug 9, 2023
• Python

Sparse Identification of Truncation Errors (SITE) for Data-Driven Discovery of Modified Differential Equations

• UpdatedAug 22, 2019
• Python

Physically-informed model discovery of systems with nonlinear, rational terms using the SINDy-PI method. Contains functionality for spectral filtering/differentiation.

• UpdatedOct 26, 2021
• Python

locus R package - Large-scale variational inference for variable selection in sparse multiple-response regression

• UpdatedJan 2, 2024
• R

Knowledge elicitation when the user can give feedback to different features of the model with the goal to improve the prediction on the test data in a "smal n, large p" setting.

• UpdatedJul 17, 2017
• MATLAB

MGLM Toolbox for Matlab

• UpdatedMar 23, 2017
• MATLAB