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| ElasticNet - Ridge/Lasso Regression http://forum.alglib.net/viewtopic.php?f=2&t=3330 |
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| Author: | Herger [ Wed Nov 11, 2015 1:08 pm ] |
| Post subject: | ElasticNet - Ridge/Lasso Regression |
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 |
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