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Published February 23, 2020 | Version 1.1.1
Software Open

Pyglmnet: Python implementation of elastic-net regularized generalized linear models

Creators

  • 1. System1 Biosciences Inc
  • 2. Martinos Center of Biomedical Imaging
  • 3. University of Pennsylvania
  • 4. Loyola University
  • 5. Northwestern University
  • 6. Syracuse University
  • 7. Sonat Consulting
  • 8. Princeton University
  • 9. Rockets of Awesome
  • 10. 605
  • 11. Ghent University, Research Institute for Agriculture Fisheries and Food
  • 12. University of Trento
  • 13. Clean Power Research
  • 14. Epoch Capital
  • 15. Columbia University
  • 16. University of Washington
  • 17. Georgia Institute of Technology
  • 18. NTT Data Mathematical Systems Inc

Description

  • Graceful handling of small Hessian term in coordinate descent solver that led to exploding update term
  • Ensure full compatibility of GLM class with scikit-learn

Files

glm-tools/pyglmnet-1.1.1.zip

Files (991.0 kB)

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md5:c35e18a322236aa263ab2eb1d7bbd546
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Additional details

Related works

Is supplement to
https://github.com/glm-tools/pyglmnet/tree/1.1.1 (URL)