oem
oem copied to clipboard
Support box constraints?
Would you see any possibility to support box constraints on the fitted coefficients, similar to what can be achieved with lower.limits and upper.limits in glmnet?
I think it would be possible, but I won't be able to implement it in the near future
No worries - it was mainly nonnegativity constraints that I needed - I guess for now I'll just have to clip negative coefficients to zero then...
Adding the constraints should be easier than I originally thought; but I still won't be able to get to it for a couple of weeks I think