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. Two recent additions are the multiple-response Gaussian, and the grouped multinomial regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the papers listed in the URL below.
copied from cf-staging / r-glmnet
conda install conda-forge::r-glmnetconda install conda-forge/label/cf201901::r-glmnetconda install conda-forge/label/cf202003::r-glmnetconda install conda-forge/label/gcc7::r-glmnet