Phase I · Documentation

Algorithm Catalogue

The library of algorithm cards, grouped by family. Each entry maps \((X, y, g) \mapsto \hat\beta\) under the unified notation.

Status legend

reviewed — math checked against source · draft — written, pending review · stub — scaffold only.

Classical (low-dimensional regression & GLMs)

• Ordinary Least Squares (OLS)
• Ridge Regression
• GLM via IRLS / Fisher Scoring

Penalized (batch)

• Lasso via Coordinate Descent
• Elastic Net
• Adaptive Lasso
• SCAD via Local Linear Approximation
• MCP via Coordinate Descent
• Group Lasso
• Fused Lasso

Path / homotopy

• Least Angle Regression (LARS)

First-order / proximal solvers

• ISTA
• FISTA

High-dimensional inference

• Debiased / Desparsified Lasso
• Decorrelated Score (Ning–Liu)

Online / streaming

• Stochastic Gradient Descent (SGD)
• Implicit SGD (ISGD)
• AdaGrad
• FOBOS
• Regularized Dual Averaging (RDA)
• Truncated Gradient
• Renewable Estimation (streaming GLM)

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The lists above are the planned initial set; cards are added incrementally. Missing links point to cards not yet written.