Closed AsafManela closed 5 years ago
@simonster, the currently released Lasso.jl does not work with stable GLM.jl due to their interface change. This PR addresses that plus adds some features. Just wondering if you are not merging because too busy, which is understandable, or because you disagree with the changes, which I can change ;)
Sorry, I haven’t looked because I’m busy and forgot. I will try to look in the next few days.
On Jul 23, 2018, at 8:17 AM, Asaf Manela notifications@github.com wrote:
@simonster, the currently released Lasso.jl does not work with stable GLM.jl due to their interface change. This PR addresses that plus adds some features. Just wondering if you are not merging because too busy, which is understandable, or because you disagree with the changes, which I can change ;)
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Thanks!
This PR also adds support for penalty factors to GammaLassoPath with tests for this feature for both LassoPath and GammaLassoPath (hence the many csv files).