jhorzek / lesstimate Goto Github PK
View Code? Open in Web Editor NEWOptimize your models with lasso, scad, mcp, and other penalty functions
Home Page: https://jhorzek.github.io/lesstimate/
License: GNU General Public License v3.0
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lesstimate's Issues
Underbrace not rendering in documentation
Simplified interface for ista
Document specialized interfaces
This is already documented in lessLM -> could be added to the current doc.
Document optimizer settings
Take documentation from lessSEM
Push example C++ project from .github to a separate project
Fix indices
parameterLabels[0] = "b0"; parameterLabels[0] = "b1"; parameterLabels[0] = "b2";
Add names of all penalties
Add list with names of penalties used within the simplified interface (none, lasso, scad, ...) to documentation of simplified interface.
elastic net
multiplication with .5 of alpha in case of ridge (https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.ElasticNet.html)
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