Glmnet in Python
Balakumar, B. J., Han Fang, Trevor Hastie, Jerome H. Friedman, Rob Tibshirani, Noah Simon · Zenodo (CERN European Organization for Nuclear Research) · 2017
First release of glmnet_python This is a python version of the popular glmnet library. Fits lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the cox model. Includes packaging for pip installation Allows loading scipy sparse matrix directly from pandas SparseDataFrame (dataprocess)