JuliaStats/RegERMs.jl — pull request #13 by jumutc (2014-12-05 18:58:41+00:00)
Title: l1-RDA solver for learning sparsified solutions

Based on:
Lin Xiao. Dual averaging methods for regularized stochastic learning and online optimization. J. Mach. Learn. Res., 11:2543–2596, December 2010.