Closed stevencarlislewalker closed 9 years ago
The LASSO penalty is actually done (not hard, just add absolute deviance penalty), but it may not be efficient and there is no mechanism for removing classical factor analysis identifiability.
general penalty infrastructure now added. e.g. b1206a324f4a57a21a53ae6159b910b7ed182f3e
The LASSO penalty is actually done (not hard, just add absolute deviance penalty), but it may not be efficient and there is no mechanism for removing classical factor analysis identifiability.