A Matching Pursuit Method for Generalized LASSO. An implementation in MATLAB and C++ with MEX interface. "MPGL: An Efficient Matching Pursuit Method for Generalized LASSO (AAAI'17)"
License: MIT License
When I follow the readme instructions using the prebuilt mexw64 files and running script_gendata and entry_mpgl, the line
[x, supp_map, time] = mpgenlasso_mex(d.A, d.y, D, D.edge_num,...
int32(D.edge_head-1), int32(D.edge_tail-1), D.sI, mpgl_lambda, opts_mpgl);
causes Matlab to crash. As this is a mex file it is difficult for me to debug it further.
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