ElasticNet - Ridge/Lasso Regression
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Author:  Herger [ Wed Nov 11, 2015 1:08 pm ]
Post subject:  ElasticNet - Ridge/Lasso Regression


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


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