glmnet wrappers for Python
Very much a work in progress.
In order to get double precision working without modifying Friedman's code,
some compiler trickery is required. The wrappers have been written such that
everything returned is expected to be a
real*8 i.e. a double-precision
floating point number, and unfortunately the code is written in a way
Fortran is often written with simply
real specified, letting the compiler
decide on the appropriate width.
real are always 4 byte/
single precision, hence the manual change in the wrappers to
that change requires the actual Fortran code to be compiled with 8-byte reals,
otherwise bad things will happen (the stack will be blown, program will hang
or segfault, etc.).
AFAIK, this package requires
gfortran to build.
g77 will not work as
it does not support
The way to get this to build properly is:
python setup.py config_fc --fcompiler=gnu95 \ --f77flags='-fdefault-real-8' \ --f90flags='-fdefault-real-8' build
--fcompiler=gnu95 business may be omitted if gfortran is the only
Fortran compiler you have installed, but the compiler flags are essential.
Friedman's code in
glmnet.f is released under the GPLv2, necessitating that
any code that uses it (including my wrapper, and anyone using my wrapper)
be released under the GPLv2 as well. See LICENSE for details.
That said, to the extent that they are useful in the absence of the GPL Fortran code (i.e. not very), my portions may be used under the 3-clause BSD license.
- To Jerome Friedman for the fantastically fast and efficient Fortran code.
- To Pearu Peterson for writing
f2pyand answering my dumb questions.
- To Dag Sverre Seljebotn for his help with
- To Kevin Jacobs for showing me his wrapper
which helped me side-step some problems with the auto-generated