tjefferies / pymetalog

Public repo for the pymetalog project
MIT License
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ElasticNet #4

Open tjefferies opened 4 years ago

tjefferies commented 4 years ago

Add penalty='elasticnet' option. Requires use of coordinate descent - see sklearn.linear_model.ElasticNet for an example implementation. Recommend implementing this functionality before attempting L1 regularization (LASSO regression).