RegReg is a simple multi-algorithm Python framework for prototyping and solving regularized regression problems such as the LASSO. The goal is to enable practitioners to quickly and easily experiment with a variety of different models and choices of regularization. In that spirit, the emphasis is on the flexibility of the framework instead of computational speed for any particular problem, though the speed trade-off will generally not be too bad.
See https://github.com/regreg/regreg
Released under the BSD two-clause license - see the file LICENSE in the source distribution.
The latest released version is at https://pypi.python.org/pypi/regreg
Please put up issues on the regreg issue tracker.