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glmnet work

Open madrury opened this issue 10 years ago • 1 comments

I've been working on the python glmnet for a couple weeks now. Here's what i've accomplished:

  • Updated the fortran code to the most current from CRAN.
  • Added support for logistic regression.
  • Added cross validation code for choosing lambda.
  • Re-factored quite a lot.

I plan on continuing to expand, my next goal is to add support for poisson regression.

As a side note, I had trouble getting the setup.py you provided to work, so I have to come back to this at some point.

madrury avatar Jul 05 '14 18:07 madrury

I added support for sparse matrices in Elastic and Logistic net.

madrury avatar Aug 08 '14 14:08 madrury