Is there any chance your package can work w/ Regression Tables by @jmboehm?
Glmnet now includes Relaxed Lasso, which is known to have nice properties.
It would be awesome if your package included Relaxed Lasso :)
I can play a role as well.
More generally the Julia ecosystem would be a much better place if there was a way to coordinate all penalized linear models into one package including:
SubsetSelection (paper) by @jeanpauphilet & co.
MIP-Boost forthcoming
Global Search Regression
I can play a role as well.
More generally the Julia ecosystem would be a much better place if there was a way to coordinate all penalized linear models into one package including: SubsetSelection (paper) by @jeanpauphilet & co. MIP-Boost forthcoming Global Search Regression