Han Liu @ Computer Science, Northwestern University

Current Highlight

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HUGE: High Dimensional Undirected Graphical Model Estimation

Maintainers: Tuo Zhao and Han Liu.

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Software Description: The package "huge" provides a general framework for high-dimensional undirected graph estimation. It integrates data preprocessing, neighborhood screening, graph estimation, and model selection techniques into a pipeline.

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Highlights

Estimating nonparanormal graphical models.

Important Features

  • 1 Instead of using Fortan, it is written in C.
  • 2 Fitting high dimensional Gausian copula models.
  • 3 Graph generation, data generation and visualization.
  • 4 Support lossless and lossy screening rules.
  • 5 Subsampling and Permutation based model selection.
  • 6 Sparse matrix representation for scalability.

    • fastclime: Parametric Simplex Algorithm for Relaxed LP Problems

    Maintainers: Haotian Pang and Han Liu.

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    Software Description: The package "fastclime" provides a method of recover the precision matrix efficiently by applying parametric simplex method. The computation is based on linear optimization. It also contains a generic LP solver and a parameterized LP solver using parametric simplex method.

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    Highlights

    Efficient implementation of parametric simplex algorithm.

    Important Features

  • 1 Completely written in C with a R wrapper.
  • 2 Pathwise estimation of sparse precision matrix.
  • 3 Generic parametric simplex solver for relaxed LP.
  • 4 Exact dual certificate as stopping criterion.
  • 5 Efficient pathwise optimization.
  • 6 Implements the CLIME algorithm for graph estimation.


    • SMART

    Sparse Multivariate Analysis via Rank Transformation.

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    Bigmatrix

    Tuning Insensitive Graph Estimation and Regression.

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    SAM

    Sparse Additive Machine.

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    BigTSP

    Top Scoring Pair based methods for classification.

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    Software to come

    Function 2.

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    Software to come

    Function 3.

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    Roadmap

    Reading Group

    We have biweekly reading group. The topics of this quarter include conversational AI, object detection and optimal character recognition, deep reinforcement learning, robotics operating system.

    Useful Links

    Get In Touch

    Department of Computer Science
    Mudd Hall 3119
    Northwestern University
    Evanston, IL 60201
    Phone: +847 491 2793
    Email: hanliu@northwestern.edu