#machine-learning #linear-model #glmnet

glmnet

Rust API to the fortran glmnet library

2 releases

0.1.1 Aug 13, 2018
0.1.0 Aug 13, 2018

#38 in Machine learning

3 downloads per month

MIT license

569KB
7.5K SLoC

FORTRAN Modern 7.5K SLoC Rust 241 SLoC

glmnet is an R package by Jerome Friedman, Trevor Hastie, Rob Tibshirani that fits entire Lasso or ElasticNet regularization paths for linear, logistic, multinomial, and Cox models using cyclic coordinate descent. This package is a Rust binding to the Fortran code from glmnet.

Dependencies

~192KB