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glm-tools / pyglmnet

Python implementation of elastic-net regularized generalized linear models
http://glm-tools.github.io/pyglmnet/
MIT License
279 stars 84 forks source link

full lambda path #381

Closed liheinz closed 4 years ago

liheinz commented 4 years ago

I probably just don't understand the difference compared to the R package. When I want to calculate the full lambda path instead of just one value of lambda, can I do that with one GLM call?

jasmainak commented 4 years ago

yes you can use GLMCV and provide a list of reg_lambda

jasmainak commented 4 years ago

closing as the solution provided seemed to have solved the issue for the OP or it was not of interest any more.

liheinz commented 4 years ago

Solution was sufficient and worked well