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Feature requests #39

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azev77 opened this issue Jan 11, 2020 · 1 comment

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azev77 commented Jan 11, 2020 •

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Is there any chance your package can work w/ Regression Tables by @jmboehm?
Glmnet now includes Relaxed Lasso, which is known to have nice properties.
It would be awesome if your package included Relaxed Lasso :)

I can play a role as well.

More generally the Julia ecosystem would be a much better place if there was a way to coordinate all penalized linear models into one package including:
SubsetSelection (paper) by @jeanpauphilet & co.
MIP-Boost forthcoming
Global Search Regression

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AsafManela commented Jan 11, 2020

Both are good ideas. PRs welcome.

AsafManela added the enhancement label

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