Tutorials

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How to add a custom datafit

Learn to add a custom datafit through a hands-on examples: Implementing a Poisson datafit.

How to add a custom penalty

Learn to add a custom penalty by implementing the `\ell_1` penalty.

Computation of the intercept

Explore how skglm fits an unpenalized intercept.

Mathematics behind Cox datafit

Get details about Cox datafit equations.

Details on the group Lasso

Mathematical details about the group Lasso, in particular with nonnegativity constraints.

Critical regularization strength above which solution is 0

How to choose the regularization strength in L1-regularization?