glmnet-python
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glmnet work
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.
I added support for sparse matrices in Elastic and Logistic net.