Astrophysics Source Code Library

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Searching for codes credited to 'Qian, Junyang'

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[ascl:2308.011] glmnet: Lasso and elastic-net regularized generalized linear models

glmnet efficiently fits the entire lasso or elastic-net regularization path for linear regression (gaussian), multi-task gaussian, logistic and multinomial regression models (grouped or not), Poisson regression and the Cox model. The algorithm uses cyclical coordinate descent in a path-wise fashion.