Описание тега glmnet
NoneGlmnet is an R package for Lasso and elastic-net regularized generalized linear models.
Overview
glmnet is an R package which provides Lasso and elastic-net regularized generalized linear models. It features extremely efficient procedures for fitting the entire Lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model.
Resources
- CRAN summary page
- Friedman et al: Regularization Paths for Generalized Linear Models via Coordinate Descent, Journal of Statistical Software, Vol. 33, Issue 1, Feb 2010.
Tag usage
Questions on glmnet should be about implementation and programming problems, not about the statistical or theoretical properties of the technique.
Consider whether your question might be better suited to Cross Validated, the Stack Exchange site for statistics, machine learning and data analysis.