API: Sparse Optimization¶

sparse_pca_py¶

from optimizr import sparse_pca_py

components = sparse_pca_py(
    X,
    n_components=3,
    l1_ratio=0.2,
)

X: 2D NumPy array
Returns component matrix (n_components, n_features)

box_tao_decomposition_py¶

from optimizr import box_tao_decomposition_py
solution = box_tao_decomposition_py(X)

elastic_net_py¶

from optimizr import elastic_net_py
coeffs = elastic_net_py(X, y, l1_ratio=0.3, alpha=0.01)