GLMNet.jl

GLMNet.jl copied to clipboard

Add methods for calling multi-response gaussian family

1

Adds methods to call `glmnet(X, Y, MvNormal())` for multi-response normal problems. I added tests to make sure the methods are producing the same answers as the R version. Should close...

BenjaminDoran

In trying to get the cross-validation output from `glmnet` in R and `GLMNet.jl` to conform, I find the losses differ even when everything else (lambda sequence, fold id) is the...

gfrt0

Is this behavior intended? MWE: ``` X = rand(1000, 2) y = X[:,1] + randn(1000) constraints = [-1 -1; Inf Inf] res = glmnetcv(X, y, constraints = constraints) ``` ```...

bonStats

I cannot set the family as Binomial

1

When I try to set the variable family as Binomial, glmnet just give me an error: ```julia ERROR: MethodError: no method matching glmnet!(::Matrix{Float64}, ::Vector{Float64}, ::Binomial{Float64}; alpha=1, standardize=false, intercept=true, lambda=[0.0005]) Closest...

zhangjb35

Maybe i'm blind, but how can I fit a linear lasso model on multiple dependent variables? There doesn't seem to be a method for ``` X = rand(100, 10) Y...

BenjaminDoran

Relaxed Lasso

9

The GLMNet package includes the [Relaxed Lasso ](https://cran.r-project.org/web/packages/glmnet/vignettes/relax.pdf)option, which [recent research](https://www.stat.cmu.edu/~ryantibs/papers/bestsubset-sts.pdf) has shown performs very well. Would it be possible for GLMNet.jl to allow this?

azev77

Logistic regression fails if y is a string of vectors

1

From README: > For logistic models, y is either a string vector or a m x 2 matrix But the following doesn't work ```julia using GLMNet y = ["M", "B",...

biona001

Update glmnet source

5

The glmnet source in this repository is outdated, dating back to 2015. The glmnet fortran backbone has since been updated several times. Please consider updating to the latest version. The...

jolars

Warm starts

1

Is there a way to use warm starts for glmnet and glmnetcv? The R wrapper seems to have the warm start capability. Thanks!

ehamid

Hello, I'd like to cite this repository in a paper. It seems like the recommended way to cite Github repositories is with a DOI: https://help.github.com/en/github/creating-cloning-and-archiving-repositories/referencing-and-citing-content It seems like this repository...

dpmerrell