Support selected features in glmnet

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Closed mllg closed 3 years ago

mllg commented 3 years ago

also many cleanups

mllg commented 3 years ago

First step towards #28 ?

mllg commented 3 years ago

Summary of my changes:

Implemented helper functions to avoid lot of copy-paste code (see helper_glmnet.R)
Cleaned up paramset, I believe there were some copy-paste errors
Added selected_features() method.