L1L2Py is a Python package to perform variable selection by means of l1l2 regularization with double optimization.

L1L2Py makes use of NumPy <http://numpy.scipy.org> to provide fast N-dimensional array manipulation and is the Python implementation of the method proposed and applied in [DeMol09].

L1L2Py is a project of the SlipGURU - Statistical Learning and Image Processing Genoa University Research Group - Via Dodecaneso, 35 - 16146 Genova, ITALY <http://slipguru.disi.unige.it>.

L1L2Py is free software. It is licensed under the GNU General Public License (GPL) version 3 <http://www.gnu.org/licenses/gpl.html>.