Algorithm Catalogue

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

Status legend & contributions

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

We welcome new algorithm cards, additional datasets, or hyperparameter tuning suggestions. Contact us at chattelion.luo@connect.polyu.hk.

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.