forum.alglib.net

ALGLIB forum
It is currently Fri Jul 28, 2017 2:43 am

All times are UTC


Forum rules


1. This forum can be used for discussion of both ALGLIB-related and general numerical analysis questions
2. This forum is English-only - postings in other languages will be removed.



Post new topic Reply to topic  [ 1 post ] 
Author Message
 Post subject: ElasticNet - Ridge/Lasso Regression
PostPosted: Wed Nov 11, 2015 1:08 pm 
Offline

Joined: Wed Nov 11, 2015 1:01 pm
Posts: 1
Hi,

I'm new to ALGLIB and am considering a lib to perform regularized regressions on an .edu project (not commercial atm). Then I'm looking for a free lib reasonably well tested where top performances are not the first concern. It seems that your free version of alglib is the way to go but at first glance I couldn't find an implementation of elasticnet (ridge/lasso regression). Is it that so ?

If not, can any of you point me out the namespace and classes and a C# .net example ? It would save me a lot of time. At the moment I'm experimenting with glmnet on R as I would like to double check the results in .net.

Thx in advance
Best.

Herger


Top
 Profile  
 
Display posts from previous:  Sort by  
Post new topic Reply to topic  [ 1 post ] 

All times are UTC


Who is online

Users browsing this forum: No registered users and 1 guest


You cannot post new topics in this forum
You cannot reply to topics in this forum
You cannot edit your posts in this forum
You cannot delete your posts in this forum
You cannot post attachments in this forum

Search for:
Jump to:  
cron
Powered by phpBB © 2000, 2002, 2005, 2007 phpBB Group