|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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