El0ps is a new open-source Python toolbox that solves L0-regularized problems exactly, supports user-defined loss and penalty functions, and outperforms existing solvers on a small benchmark.
A generic branch-and-bound algorithm for l0-penalized problems
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El0ps: An Exact L0-regularized Problems Solver
El0ps is a new open-source Python toolbox that solves L0-regularized problems exactly, supports user-defined loss and penalty functions, and outperforms existing solvers on a small benchmark.