Merge with glmnet1?

[bbalasub1]

Hi,

An almost fully functional glmnet_python version from Stanford has been around for a few months now. It has been tested and validated with base R versions with several use cases. There is also an extensive vignette with many examples and feature documentation.

However, it needs a little bit more work in getting it pip installable, by someone knowledgeable about how it is done. Essentially, it has been successfully installed on Centos 6.7/64-bit linux machines but not tested in others.

It would be great to get the help of this community to get the two versions integrated. Here is the code repository:

https://github.com/bbalasub1/glmnet_python

The best starting point for looking at this project is the jupyter notebook here:

https://github.com/bbalasub1/glmnet_python/blob/master/test/glmnet_examples.ipynb

Thank you & Regards,
Bala

[bbalasub1]

Update: Pip version has been completed thanks to some of the folks in this board.

Please see below for installation instructions:

https://github.com/bbalasub1/glmnet_python

The version has all the original models in the R glmnet implemented (with a few limitations).