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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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Categories
Data VisualizationLicense
MIT LicenseFollow Lasso.jl
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