biglasso
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Support for other families recognized by glmnet (poisson, multinomial, cox, mgaussian)
Great package! Are there any plans to extend it to also support the other families currently supported by glmnet, i.e. "poisson","multinomial","cox" and "mgaussian"? (I was currently working on a problem with big data that required the use of either multinomial or mgaussian)
@tomwenseleers Thank you very much for your comment (and the other one)! I apologize for getting back to you so late. I am busy with other stuff and really didn't get time to work on this package. But yes, those models, in particular "multinomial" and "Cox", are on my TODO list, though I am not sure when I will get this done since I am really busy working towards graduation.