Lasso.jl
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JuliaStats
Lasso/Elastic Net linear and generalized linear models
Consider this line: https://github.com/JuliaStats/Lasso.jl/blob/ea7415134a69c085d4c9315a4b8111b172cd5c0a/src/coordinate_descent.jl#L619 It would be much better and more kosher to use `throw()` along with a proper exception. As an alternative, which I actually think makes more sense,...
The following code leads to an error: ``` _ _ _ _(_)_ | Documentation: https://docs.julialang.org (_) | (_) (_) | _ _ _| |_ __ _ | Type "?" for...
What' s the preferred way of saving model for later use? Currently using JLD2 save the model seems to save a file with a huge size that doesn't feel right...
Are there plans to create CRAN glmnet-like features and documentation? Features that are helpful from glmnet: 1. k-fold CV 2. plotting - cv MSE and lambda plots (including degrees of...
Hey people, maybe this is related to #54 , but `LassoPath` seems to struggle for small `λ's`, in particular for `λ=0` (least squares solution). Here is a MWE: ``` using...
My entire design matrix cannot fit in memory. Much like `SGDRegressor.partial_fit()` in scikit-learn (see [here](http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.SGDRegressor.html)), can I use `Lasso.jl` to fit in epochs, feeding batches of data at a time?...
1. Is there any chance your package can work w/ [Regression Tables](https://github.com/jmboehm/RegressionTables.jl) by @jmboehm? 2. [Glmnet](https://cran.r-project.org/web/packages/glmnet/index.html) now includes [Relaxed Lasso](https://cran.r-project.org/web/packages/glmnet/vignettes/relax.pdf), which is known to have [nice properties](https://arxiv.org/abs/1707.08692). It would be...
Fixes #51. Two changes: 1) Change to computeλ to ensure λmax = 0 leads to an output of [0] and not [NaN, ..., NaN]. 2) Change to fit! to ensure...
It seems to me that the Lasso model-fitting API is not designed for the user to simply pick a particular choice of lambda and fit a model with that particular...
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Lasso/Elastic Net linear and generalized linear models