Tutorials

How to Add a Custom Datafit

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

add_datafit.html

How to Add a Custom Penalty

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

add_penalty.html

Computation of the Intercept

Explore how skglm fits an unpenalized intercept.

intercept.html

Mathematics behind Cox Datafit

Understand the mathematical foundation of Cox datafit and its applications in survival analysis.

cox_datafit.html

Details on the Group Lasso

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

prox_nn_group_lasso.html

Understanding alpha_max

Learn how to choose the regularization strength in `\ell_1`-regularization?

alpha_max.html