Exclusive Lasso

Fit, visualize, and use GLMs with the Exclusive Lasso Penalty

exclusive_lasso()

Fit a GLM with Exclusive Lasso Regularization

plot(<ExclusiveLassoFit>)

Visualizing Exclusive Lasso Regularization Paths

coef(<ExclusiveLassoFit>) predict(<ExclusiveLassoFit>)

Make predictions using the exclusive lasso.

Model Selection

Tune the exclusive lasso via K-fold cross-validation

cv.exclusive_lasso() plot(<ExclusiveLassoFit_cv>)

CV for the Exclusive Lasso