Gradient Directed Regularization for Linear Regression and Classification

PathSeeker (PSlite) implements the robust regularized linear regression and classification procedures described in Gradient directed regularization for linear regression and classification (Friedman & Popescu 2004). It runs on PC compatible computers underWindows or Linux. This present version of PSlite will not function after December 29, 2008. Future versions will be available after that date.


The  PSlite installation consists of three executable files:

 The respective tasks are accomplished by typing:

         procedure.exe < specs.txt

at the cammand window prompt. Here procedure is the one to be executed, and specs.txt  is a text (ascii) file that contains the input parameter specifications for the corresponding procedure.

Two example (default) specification specs files are included for each executable procedure:

The first of each of the two specification files includes extensive comments that describe each input parameter in detail ,and thereby serves as documentation for the corresponding procedure. The second (short) file contains only the corresponding parameter specifications with no comments, for convenience. Either of these files can can be modified using a standard text editor to change the values of any parameter. User comment lines can be inserted into these files at any point.

All procedures internally set their parameters to default values, and only those values that are to be changed from these defaults need be included in the specification files (in any order). The above specification files set all parameters to their default values. Thus, they will produce the same effect as an empty specification file.

Downloading Instructions:

Save the example specification files in a chosen directory:

      train.txt, s_train.txt, pred.txt, s_pred.txt, read.txt, s_read.txt

Save the three executable files in a chosen directory:

      Windows: PS_train.exe, PS_pred.exe, PS_read.exe

       Linux: PS_train.exe, PS_pred.exe, PS_read.exe

            Enter the following commands at the Linux command prompt:

                   chmod u+x *.exe

                   set path = ($path .)

Sample data:

The following data sets are included for testing the installation:

      response.dat, pred.dat, test.dat

Assuming that the above files are all stored the same directory, and that these data sets are also stored in that directory, the commands

      PS_train.exe < train.txt

      PS_pred .exe < pred.txt

  issued in that directory, will produce a file pred.pth with the following contents:

      1.569602 -0.6922853 -0.1953077 -0.7273760 0.6062608

      0.8075816 0.7708201 -0.7419574 -1.327732 -0.7079144