GURLS
Grand Unified Regularized Least Squares
...Main functionalities already implemented are:
* Automatic parameter selection.
* Handle massive datasets.
* Great modularity, each method can be used independently.
* Wide range of optimization routine.
Please contact us if you want to join the developers' team or, otherwirse, feel free to download and use the library in your code and send us feedbacks about existing bugs, possible improvements and further developments.