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Methods for finding maximum lambda

Open joshday opened this issue 9 years ago • 1 comments

For Lasso:

  • [ ] L2Regression
  • [ ] L1Regression
  • [ ] LogisticRegression
  • [ ] PoissonRegression
  • [ ] SVMLike
  • [ ] HuberRegression
  • [ ] QuantileRegression

joshday avatar Mar 05 '16 14:03 joshday

Is this in reference to Section 2.5 of the glmnet reference paper? The glmnet guys use the maximum of x' * y with standardized copies of x and y.

klkeys avatar May 29 '17 01:05 klkeys