Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. Two recent additions are the multiple-response Gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.
|Author||Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani|
|Maintainer||Trevor Hastie <[email protected]>|
|Package repository||View on GitHub|
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