278 lines
5.9 KiB
Markdown
278 lines
5.9 KiB
Markdown
---
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name: l0
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description: L0 regularization for neural network sparsification and intelligent sampling - used in survey calibration
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---
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# L0 Regularization
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L0 is a PyTorch implementation of L0 regularization for neural network sparsification and intelligent sampling, used in PolicyEngine's survey calibration pipeline.
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## For Users 👥
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### What is L0?
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L0 regularization helps PolicyEngine create more efficient survey datasets by intelligently selecting which households to include in calculations.
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**Impact you see:**
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- Faster population impact calculations
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- Smaller dataset sizes
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- Maintained accuracy with fewer samples
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**Behind the scenes:**
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When PolicyEngine shows population-wide impacts, L0 helps select representative households from the full survey, reducing computation time while maintaining accuracy.
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## For Analysts 📊
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### What L0 Does
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L0 provides intelligent sampling gates for:
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- **Household selection** - Choose representative samples from CPS
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- **Feature selection** - Identify important variables
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- **Sparse weighting** - Create compact, efficient datasets
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**Used in PolicyEngine for:**
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- Survey calibration (via microcalibrate)
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- Dataset sparsification in policyengine-us-data
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- Efficient microsimulation
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### Installation
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```bash
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pip install l0-python
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```
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### Quick Example: Sample Selection
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```python
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from l0 import SampleGate
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# Select 1,000 households from 10,000
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gate = SampleGate(n_samples=10000, target_samples=1000)
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selected_data, indices = gate.select_samples(data)
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# Gates learn which samples are most informative
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```
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### Integration with microcalibrate
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```python
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from l0 import HardConcrete
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from microcalibrate import Calibration
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# L0 gates for household selection
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gates = HardConcrete(
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len(household_weights),
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temperature=0.25,
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init_mean=0.999 # Start with most households
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)
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# Use in calibration
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# microcalibrate applies gates during weight optimization
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```
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## For Contributors 💻
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### Repository
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**Location:** PolicyEngine/L0
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**Clone:**
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```bash
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git clone https://github.com/PolicyEngine/L0
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cd L0
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```
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### Current Implementation
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**To see structure:**
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```bash
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tree l0/
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# Key modules:
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ls l0/
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# - hard_concrete.py - Core L0 distribution
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# - layers.py - L0Linear, L0Conv2d
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# - gates.py - Sample/feature gates
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# - penalties.py - L0/L2 penalty computation
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# - temperature.py - Temperature scheduling
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```
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**To see specific implementations:**
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```bash
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# Hard Concrete distribution (core algorithm)
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cat l0/hard_concrete.py
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# Sample gates (used in calibration)
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cat l0/gates.py
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# Neural network layers
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cat l0/layers.py
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```
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### Key Concepts
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**Hard Concrete Distribution:**
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- Differentiable approximation of L0 norm
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- Allows gradient-based optimization
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- Temperature controls sparsity level
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**To see implementation:**
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```bash
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cat l0/hard_concrete.py
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```
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**Sample Gates:**
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- Binary gates for sample selection
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- Learn which samples are most informative
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- Used in microcalibrate for household selection
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**Feature Gates:**
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- Select important features/variables
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- Reduce dimensionality
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- Maintain prediction accuracy
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### Usage in PolicyEngine
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**In microcalibrate (survey calibration):**
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```python
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from l0 import HardConcrete
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# Create gates for household selection
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gates = HardConcrete(
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n_items=len(households),
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temperature=0.25,
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init_mean=0.999 # Start with almost all households
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)
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# Gates produce probabilities (0 to 1)
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probs = gates()
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# Apply to weights during calibration
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masked_weights = weights * probs
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```
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**In policyengine-us-data:**
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```bash
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# See usage in data pipeline
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grep -r "from l0 import" ../policyengine-us-data/
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```
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### Temperature Scheduling
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**Controls sparsity over training:**
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```python
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from l0 import TemperatureScheduler, update_temperatures
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scheduler = TemperatureScheduler(
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initial_temp=1.0, # Start relaxed
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final_temp=0.1, # End sparse
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total_epochs=100
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)
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for epoch in range(100):
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temp = scheduler.get_temperature(epoch)
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update_temperatures(model, temp)
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# ... training ...
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```
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**To see implementation:**
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```bash
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cat l0/temperature.py
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```
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### L0L2 Combined Penalty
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**Prevents overfitting:**
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```python
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from l0 import compute_l0l2_penalty
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# Combine L0 (sparsity) with L2 (regularization)
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penalty = compute_l0l2_penalty(
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model,
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l0_lambda=1e-3, # Sparsity strength
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l2_lambda=1e-4 # Weight regularization
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)
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loss = task_loss + penalty
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```
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### Testing
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**Run tests:**
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```bash
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make test
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# Or
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pytest tests/ -v --cov=l0
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```
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**To see test patterns:**
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```bash
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cat tests/test_hard_concrete.py
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cat tests/test_gates.py
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```
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## Advanced Usage
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### Hybrid Gates (L0 + Random)
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```python
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from l0 import HybridGate
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# Combine L0 selection with random sampling
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hybrid = HybridGate(
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n_items=10000,
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l0_fraction=0.25, # 25% from L0
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random_fraction=0.75, # 75% random
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target_items=1000
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)
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selected, indices, types = hybrid.select(data)
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```
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### Feature Selection
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```python
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from l0 import FeatureGate
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# Select top features
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gate = FeatureGate(n_features=1000, max_features=50)
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selected_data, feature_indices = gate.select_features(data)
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# Get feature importance
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importance = gate.get_feature_importance()
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```
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## Mathematical Background
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**L0 norm:**
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- Counts non-zero elements
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- Non-differentiable (discontinuous)
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- Hard to optimize directly
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**Hard Concrete relaxation:**
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- Continuous, differentiable approximation
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- Enables gradient descent
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- "Stretches" binary distribution to allow gradients
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**Paper:**
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Louizos, Welling, & Kingma (2017): "Learning Sparse Neural Networks through L0 Regularization"
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https://arxiv.org/abs/1712.01312
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## Related Packages
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**Uses L0:**
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- microcalibrate (survey weight calibration)
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- policyengine-us-data (household selection)
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**See also:**
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- **microcalibrate-skill** - Survey calibration using L0
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- **policyengine-us-data-skill** - Data pipeline integration
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## Resources
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**Repository:** https://github.com/PolicyEngine/L0
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**Documentation:** https://policyengine.github.io/L0/
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**Paper:** https://arxiv.org/abs/1712.01312
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**PyPI:** https://pypi.org/project/l0-python/
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