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Methods for finding maximum lambda #2

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joshday opened this issue Mar 5, 2016 · 1 comment
Open
7 tasks

Methods for finding maximum lambda #2

joshday opened this issue Mar 5, 2016 · 1 comment
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enhancement

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@joshday
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joshday commented Mar 5, 2016 •
edited

For Lasso:

  • L2Regression
  • L1Regression
  • LogisticRegression
  • PoissonRegression
  • SVMLike
  • HuberRegression
  • QuantileRegression
@klkeys
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klkeys commented May 29, 2017

Is this in reference to Section 2.5 of the glmnet reference paper? The glmnet guys use the maximum of x' * y with standardized copies of x and y.

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@joshday @klkeys