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DataSlingers / ExclusiveLasso

Generalized Linear Models with the Exclusive Lasso Penalty
https://DataSlingers.github.io/ExclusiveLasso/
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L2 Regularization #7

Open michaelweylandt opened 5 years ago

michaelweylandt commented 5 years ago

Add an option for partial L2 regularization (similar to glmnet's alpha argument) -- should only be a minor modification of the prox and CD steps.