Fit GLMs with other distributions?

[tomwenseleers]

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Nice package! Would it also be possible to use the same approach to fit other families/distributions, as one can do in glmnet, such as multivariate gaussian, multinomial, binomial or Poisson?

[RoyiAvital]

@yixuan , Is there a paper or some background how you solved Elastic Net using ADMM? Did you use 3 Blocks ADMM or put the $ {L}_{2} $ term into the main term?

Thank You.