HSIC_Lasso_with_optimization

This is a project for the algorithm exploration of the optimization of HSIC Lasso. The original paper is available online https://arxiv.org/pdf/1202.0515.pdf
There is an original version of the program written in MATLAB produced by the authors of the paper (URL: http://www.makotoyamada-ml.com/hsiclasso.html). The author of this project acknowledge that the HSIC algorithm part of the codes referred to the original one. But the numerical optimization part is produced by the author of this project own.
Last Modified: Chen Wang