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Published 20 hours ago • verified publisher icon JuliaStats

Feature requests

Open azev77 opened this issue 5 years ago • 1 comments

  1. Is there any chance your package can work w/ Regression Tables by @jmboehm?
  2. Glmnet now includes Relaxed Lasso, which is known to have nice properties. It would be awesome if your package included Relaxed Lasso :)

I can play a role as well.

More generally the Julia ecosystem would be a much better place if there was a way to coordinate all penalized linear models into one package including: SubsetSelection (paper) by @jeanpauphilet & co. MIP-Boost forthcoming Global Search Regression

azev77 avatar Jan 11 '20 21:01 azev77

Both are good ideas. PRs welcome.

AsafManela avatar Jan 11 '20 22:01 AsafManela