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skglm 0.3.1 documentation
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skglm 0.3.1 documentation
Version
Stable Dev
  • Getting started
  • Tutorials
  • Examples Gallery
    • Value and proximal operators of penalties
    • Comparison of Lasso and Weighted Lasso
    • Weighted Lasso with some zero weights
    • Logistic regression with Elastic net and minimax concave penalties
    • Timing comparison between direct prox computation and reweighting
    • Timing comparison with scikit-learn for Lasso
    • Sparse recovery with non-convex penalties
    • Comparison of lifelines with skglm for survival analysis
  • API Documentation
    • skglm.GeneralizedLinearEstimator
    • skglm.CoxEstimator
    • skglm.ElasticNet
    • skglm.Lasso
    • skglm.LinearSVC
    • skglm.SparseLogisticRegression
    • skglm.MCPRegression
    • skglm.MultiTaskLasso
    • skglm.WeightedLasso
    • skglm.penalties.IndicatorBox
    • skglm.penalties.L0_5
    • skglm.penalties.L1
    • skglm.penalties.L1_plus_L2
    • skglm.penalties.L2
    • skglm.penalties.L2_3
    • skglm.penalties.LogSumPenalty
    • skglm.penalties.MCPenalty
    • skglm.penalties.PositiveConstraint
    • skglm.penalties.WeightedL1
    • skglm.penalties.WeightedGroupL2
    • skglm.penalties.WeightedMCPenalty
    • skglm.penalties.SCAD
    • skglm.penalties.BlockSCAD
    • skglm.penalties.SLOPE
    • skglm.datafits.Cox
    • skglm.datafits.Gamma
    • skglm.datafits.Huber
    • skglm.datafits.Logistic
    • skglm.datafits.LogisticGroup
    • skglm.datafits.Poisson
    • skglm.datafits.Quadratic
    • skglm.datafits.QuadraticGroup
    • skglm.datafits.QuadraticSVC
    • skglm.solvers.AndersonCD
    • skglm.solvers.FISTA
    • skglm.solvers.GramCD
    • skglm.solvers.GroupBCD
    • skglm.solvers.GroupProxNewton
    • skglm.solvers.LBFGS
    • skglm.solvers.MultiTaskBCD
    • skglm.solvers.ProxNewton
    • skglm.experimental.IterativeReweightedL1
    • skglm.experimental.PDCD_WS
    • skglm.experimental.Pinball
    • skglm.experimental.SqrtQuadratic
    • skglm.experimental.SqrtLasso
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Examples Gallery#

Value and proximal operators of penalties

Value and proximal operators of penalties

Comparison of Lasso and Weighted Lasso

Comparison of Lasso and Weighted Lasso

Weighted Lasso with some zero weights

Weighted Lasso with some zero weights

Logistic regression with Elastic net and minimax concave penalties

Logistic regression with Elastic net and minimax concave penalties

Timing comparison between direct prox computation and reweighting

Timing comparison between direct prox computation and reweighting

Timing comparison with scikit-learn for Lasso

Timing comparison with scikit-learn for Lasso

Sparse recovery with non-convex penalties

Sparse recovery with non-convex penalties

Comparison of lifelines with skglm for survival analysis

Comparison of lifelines with skglm for survival analysis

Download all examples in Python source code: auto_examples_python.zip

Download all examples in Jupyter notebooks: auto_examples_jupyter.zip

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