Chunk #51 — 5 Timings

Source

Regularization Paths for Generalized Linear Models via Coordinate Descent.

Embedded

yes

Text

We do not perform comparisons on the elastic net versions of the penalties, since there is not much software available for elastic net. Comparisons of our glmnet code with the R package elasticnet will mimic the comparisons with lars for the lasso, since elasticnet is built on the lars package.