ASCL Code Record
[ascl:2308.011]
glmnet: Lasso and elastic-net regularized generalized linear models
Friedman, Jerome; Hastie, Trevor; Tibshirani, Rob; Narasimhan, Balasubramanian; Tay, Kenneth; Simon, Noah; Qian, Junyang; Yang, James
glmnet efficiently fits the entire lasso or elastic-net regularization path for linear regression (gaussian), multi-task gaussian, logistic and multinomial regression models (grouped or not), Poisson regression and the Cox model. The algorithm uses cyclical coordinate descent in a path-wise fashion.
- Code site:
- https://cran.r-project.org/web/packages/glmnet/index.html https://glmnet.stanford.edu/
- Used in:
- https://ui.adsabs.harvard.edu/abs/2016ApJ...827....5J
- Bibcode:
- 2023ascl.soft08011F
Preferred citation method:
Please see citation information here: https://cran.r-project.org/web/packages/glmnet/citation.html
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