GLMNet.jl
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Julia wrapper for fitting Lasso/ElasticNet GLM models using glmnet
It could be nice to return the loglik for each lambda, this would make it easier to choose the set of betas based on BIC or AIC.
…esponding to smallest model with cv.meanloss within 1 standard error of the minimum. I used these functions in the show method for a cross validation run.
I often like to use `glm(X, y)` where `y` is a vector of 0's and 1's and thought it would be nice to offer the same interface for working with...
From version 0.7.3, I started getting an error `ERROR: cannot specify both lambda and lambda_min_ratio` when fitting wide model matrices to binomial response data and specifying lambda (but not lambda_min_ratio)....
While computing multiple responses works now (thanks!), accessing the results (e.g., `coef`) doesn't work. This is a minor issues (it is easy enough to manually access the `betas` member instead).