From 2520bd8ed63ed424ee33188852cca1226294e103 Mon Sep 17 00:00:00 2001 From: Andrii Babii Date: Sat, 2 Jan 2021 01:15:21 -0500 Subject: [PATCH] Update README.md --- README.md | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/README.md b/README.md index e693ed6..1fd7023 100644 --- a/README.md +++ b/README.md @@ -1,2 +1,6 @@ # Pythia.jl Machine learning time series regressions in Julia. + +Currently the pacakage supports LASSO, group LASSO, and sparse group LASSO solved via proximal gradient descent. + +The sparse group LASSO will be used for mixed frequency data regressions after applying suitable transformations with Legendre polynomials.