dwf / glmnet-python

Wrappers of Jerome Friedman's coordinate-descent Fortran implementation of lasso/elastic net regression from the R "glmnet" package.
GNU General Public License v2.0
35 stars 25 forks source link

New version of glmnet #2

Open tulku opened 11 years ago

tulku commented 11 years ago

Hi!

I was very interested in using these Friedman's algorithms, and was very glad of finding this wrappers and Python is my preferred language.

I found that there are new versions of the original fortran (and R) code in: http://cran.r-project.org/src/contrib/glmnet_1.9-3.tar.gz It would be interesting in having the wrapper updated also.

Apart from this, I noticed that not all functions are exposed through Python. For example, the logistic regression ones (those are the ones I'm particularly interested in). I was now looking into how this works, but have not experience with R nor Fortran. Do you think you could help me updating the code and adding the missing functions?