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

Project Samples

Lasso.jl Screenshot 1

Project Activity

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Categories

Data Visualization

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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