pvpanov/enet_plus

an extension of signed sklearn.linear_model.ElasticNet

ENet plus

Elastic net that works simlilar to sklearn.linear_model.ElasticNet with

• the ability to bound the learned coefficients;
• finer control over what coefficients get penalized;
• the ability to add extra penalties.

The package essentially runs scipy.optimize(method='lbfgs', ...) in the background.