Elastic Net Regressor for use in the Koala machine learning environment. A Koala wrap of Simon Kornblith's pure Julia implementation; see:
[1] http://lassojl.readthedocs.io/en/latest/lasso.html
For algorithm details:
[2] Friedman, J., Hastie, T., & Tibshirani, R. (2010). Regularization paths for generalized linear models via coordinate descent. Journal of Statistical Software, 33(1), 1.
See the test code in test/runtests.jl for a demonstration.