Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, poisson regression and the Cox model. Two recent additions are the multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.

Jerome Friedman, Trevor Hastie, Noah Simon, Rob Tibshirani

Lasso and Elastic-Net Regularized Generalized Linear Models
Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. Two recent additions are the multiple-response Gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. Two recent additions are the multiple-response Gaussian, and the grouped multinomial regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the paper linked to via the URL below.

Jerome Friedman [aut, cre],
Trevor Hastie [aut, cre],
Noah Simon [aut, ctb],
Junyang Qian [ctb],
Rob Tibshirani [aut, cre]

Jerome Friedman [aut, cre],
Trevor Hastie [aut, cre],
Rob Tibshirani [aut, cre],
Noah Simon [aut, ctb],
Balasubramanian Narasimhan [ctb],
Junyang Qian [ctb]

Jerome Friedman [aut, cre],
Trevor Hastie [aut, cre],
Rob Tibshirani [aut, cre],
Noah Simon [aut, ctb],
Balasubramanian Narasimhan [aut, ctb],
Junyang Qian [ctb]

c(person("Jerome", "Friedman", role=c("aut")),
person("Trevor", "Hastie", role=c("aut", "cre"), email = "hastie@stanford.edu"),
person("Rob", "Tibshirani", role=c("aut")),
person("Balasubramanian", "Narasimhan", role=c("aut")),
person("Noah", "Simon", role=c("aut")),
person("Junyang", "Qian", role=c("ctb")))
Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, Poisson regression and the Cox model. Two recent additions are the multiple-response Gaussian, and the grouped multinomial regression. The algorithm uses cyclical coordinate descent in a path-wise fashion, as described in the papers listed in the URL below.
Jerome Friedman [aut],
Trevor Hastie [aut, cre],
Rob Tibshirani [aut],
Balasubramanian Narasimhan [aut],
Noah Simon [aut],
Junyang Qian [ctb]