Lasso.jl

Lasso.jl is a pure Julia implementation of the glmnet coordinate descent algorithm for fitting linear and generalized linear Lasso and Elastic Net models.

Features

Lasso.jl includes an implementation of the O(n) fused Lasso implementation
dist is any distribution supported by GLM.jl
It supports the same parameters as fit(LassoPath...)
Higher values tend to result in sparser coefficient estimates
Documentation available
Net linear and generalized linear models

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License

MIT License

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Additional Project Details

Programming Language

Julia

Related Categories

Julia Data Visualization Software

Registered

2023-11-28

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