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GURLS is a Least Squares-Based Library for State-of-the-Art Supervised Learning

Description

GURLS – which stands for Grand Unified Regularized Least Squares – is a software library for regression and (multiclass) classification based on the Regularized Least Squares (RLS) loss function. The library comprises four main modules. GURLS and bGURLS – both implemented in Matlab – are aimed at solving learning problems with small/medium and large-scale datasets respectively. GURLS++ and bGURLS++ are their C++ counterparts. GURLS takes advantage of some favorable properties of regularized least squares algorithm and is tailored to deal in particular with multi-category/multi-label problems. The library comprises useful routines to perform automatic parameter selection and can handle computations with very large matrices by means of both memory-mapped storage and distributed task execution. GURLS is distributed under the simplified BSD license.

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