Elastic Net Regularization Paths for All Generalized Linear Models

glmnet
Lasso
High-dimensional regression
penalized regression
This paper describes some of the substantial enhancements to the glmnet R package ver 4.1+. All programmed GLM families are accommodated through a family() argument. We also discuss relaxed fits, and facilities for modeling stop/start data and strata in survival models.
Authors

J. Kenneth Tay

Balasubramanian Narasimhan

Trevor Hastie

Published

March 5, 2021