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
Categories
Data VisualizationLicense
MIT LicenseFollow Lasso.jl
Other Useful Business Software
Go from Code to Production URL in Seconds
Skip the Kubernetes configs. Cloud Run handles HTTPS, scaling, and infrastructure automatically. Two million requests free per month.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of Lasso.jl!