Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Add penalty.factor #3

Closed
JamesYang007 opened this issue Dec 18, 2022 · 0 comments · Fixed by #13
Closed

Add penalty.factor #3

JamesYang007 opened this issue Dec 18, 2022 · 0 comments · Fixed by #13

Comments

@JamesYang007
Copy link
Owner

JamesYang007 commented Dec 18, 2022 •
edited
Loading

This gives a nice explanation of the penalty factor objective. Trevor recommends mixing the l1 and l2 together as in this article and penalizing the two together. I'm not sure if that's what we want though because we don't have an elastic net penalty.
@JamesYang007 JamesYang007 mentioned this issue Dec 21, 2022
Closed
@JamesYang007 JamesYang007 linked a pull request Dec 22, 2022 that will close this issue
New lasso objective #13
Merged
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging a pull request may close this issue.

New lasso objective JamesYang007/ghostbasil
1 participant
@JamesYang007