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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
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glmnet work #7

Open madrury opened 10 years ago

madrury commented 10 years ago

I've been working on the python glmnet for a couple weeks now. Here's what i've accomplished:

I plan on continuing to expand, my next goal is to add support for poisson regression.

As a side note, I had trouble getting the setup.py you provided to work, so I have to come back to this at some point.

madrury commented 10 years ago

I added support for sparse matrices in Elastic and Logistic net.