glm-tools/pyglmnet

full lambda path

liheinz opened this issue · 3 comments

liheinz commented

I probably just don't understand the difference compared to the R package. When I want to calculate the full lambda path instead of just one value of lambda, can I do that with one GLM call?

jasmainak commented

yes you can use GLMCV and provide a list of reg_lambda

jasmainak commented

closing as the solution provided seemed to have solved the issue for the OP or it was not of interest any more.

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linusheinz commented

Solution was sufficient and worked well

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