×

glmnet

swMATH ID: 8159
Software Authors: Jerome Friedman, Trevor Hastie, Rob Tibshirani
Description: R package glmnet: Lasso and elastic-net regularized generalized linear models. Extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression, logistic and multinomial regression models, poisson regression and the Cox model. Two recent additions are the multiresponse gaussian, and the grouped multinomial. The algorithm uses cyclical coordinate descent in a pathwise fashion, as described in the paper listed below.
Homepage: http://cran.r-project.org/web/packages/glmnet/index.html
Source Code:  https://github.com/cran/glmnet
Dependencies: R
Related Software: R; ElemStatLearn; glasso; UCI-ml; sparsenet; PDCO; MASS (R); randomForest; e1071; CRAN; GitHub; caret; lars; NESTA; hierNet; covTest; penalized; ranger; TFOCS; gglasso
Cited in: 780 Documents

Standard Articles

1 Publication describing the Software Year
Regularization Paths for Generalized Linear Models via Coordinate Descent Link
Jerome Friedman; Trevor Hastie; Rob Tibshirani
2010
all top 5

Cited by 1,813 Authors

18 Bühlmann, Peter
14 Tibshirani, Robert John
9 Huang, Jian
9 Tutz, Gerhard E.
8 Zou, Hui
7 Van de Geer, Sara Anna
6 Bertsimas, Dimitris John
6 Mai, Qing
6 Qu, Annie
5 Bien, Jacob
5 Breheny, Patrick
5 Groll, Andreas
5 Hastie, Trevor John
5 Hirose, Kei-ichi
5 Li, Quefeng
5 Liu, Jin
5 Shah, Rajen Dinesh
4 Ahmed, Syed Ejaz
4 Cai, Tianxi
4 Coeurjolly, Jean-François
4 de Rooij, Mark
4 Fan, Jianqing
4 Giurcanu, Mihai C.
4 Jiao, Yuling
4 Lederer, Johannes
4 Li, Hongzhe
4 Liu, Han
4 Liu, Yufeng
4 Suchard, Marc A.
4 Taylor, Jonathan E.
4 Van der Laan, Mark Johannes
4 Vinciotti, Veronica
4 Wang, Qin
4 Yang, Yi
4 Yang, Yuehan
4 Zahid, Faisal Maqbool
4 Zhu, Liping
3 Augugliaro, Luigi
3 Bai, Ray
3 Ballings, Michel
3 Binder, Harald
3 Bischl, Bernd
3 Cai, Tony Tony
3 Choiruddin, Achmad
3 De Wiel, Mark A. van
3 Deng, Xinwei
3 Feng, Yang
3 Filzmoser, Peter
3 Fujisawa, Hironori
3 George, Edward I.
3 Ghosh, Malay
3 Hazimeh, Hussein
3 Hong, Mingyi
3 Hossain, Shakhawat
3 Hui, Francis K. C.
3 James, Gareth M.
3 Jhong, Jae-Hwan
3 Kang, Lican
3 Kaul, Abhishek
3 Kawano, Shuichi
3 Koo, Ja-Yong
3 Koukouvinos, Christos
3 Lappa, Angeliki
3 Li, Gang
3 Liu, Yanyan
3 Ljung, Lennart
3 Ma, Shuangge
3 Madigan, David
3 Maiti, Tapabrata
3 Mazumder, Rahul
3 Meinshausen, Nicolai
3 Mues, Christophe
3 Park, Gunwoong
3 Pillonetto, Gianluigi
3 Renaux, Claude
3 Ročková, Veronika
3 Schauberger, Gunther
3 Tibshirani, Ryan J.
3 Van den Poel, Dirk
3 Van Parys, Bart P. G.
3 Wang, Mingqiu
3 Wang, Pei
3 Wang, Sijian
3 Wang, Tao
3 Wang, Yanxin
3 Wang, Zhu
3 Yamamoto, Michio
3 Zhang, Hai
3 Zhou, Qing
3 Zhu, Ji
3 Zhu, Lie
3 Zhu, Lixing
2 Aguilera-Morillo, M. Carmen
2 Alhamzawi, Rahim
2 Becker, Stephen R.
2 Benvenuto, Federico
2 Bhatnagar, Sahir R.
2 Bi, Xuan
2 Bogaert, Matthias
2 Bondell, Howard D.
...and 1,713 more Authors
all top 5

Cited in 144 Serials

61 Computational Statistics and Data Analysis
36 The Annals of Applied Statistics
32 Journal of the American Statistical Association
32 Journal of Computational and Graphical Statistics
30 Electronic Journal of Statistics
30 Statistics and Computing
27 Journal of Machine Learning Research (JMLR)
26 The Annals of Statistics
26 Biometrics
20 Machine Learning
20 Journal of Applied Statistics
19 Communications in Statistics. Simulation and Computation
17 Journal of Multivariate Analysis
17 Statistica Sinica
16 Computational Statistics
16 Communications in Statistics. Theory and Methods
14 Biometrical Journal
14 Journal of Statistical Computation and Simulation
11 European Journal of Operational Research
11 Statistical Applications in Genetics and Molecular Biology
9 Journal of Statistical Planning and Inference
9 Statistical Science
9 Advances in Data Analysis and Classification. ADAC
9 Statistical Analysis and Data Mining
7 Information Sciences
7 Journal of Econometrics
7 Mathematical Programming. Series A. Series B
7 AStA. Advances in Statistical Analysis
6 The Canadian Journal of Statistics
6 Psychometrika
6 Scandinavian Journal of Statistics
6 Annals of the Institute of Statistical Mathematics
6 Automatica
6 Journal of Computational and Applied Mathematics
6 Statistical Papers
5 Computational Optimization and Applications
5 Test
5 Statistical Modelling
4 Physica A
4 Statistics & Probability Letters
4 Annals of Operations Research
4 Neural Computation
4 Bernoulli
4 Journal of Nonparametric Statistics
3 International Statistical Review
3 Journal of Classification
3 Statistics
3 Econometric Reviews
3 SIAM Journal on Optimization
3 SIAM Journal on Scientific Computing
3 Australian & New Zealand Journal of Statistics
3 Data Mining and Knowledge Discovery
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 North American Actuarial Journal
3 Computational & Mathematical Methods in Medicine
3 SIAM Journal on Imaging Sciences
3 Statistics and Its Interface
3 Journal of Probability and Statistics
3 Bayesian Analysis
3 Statistical Theory and Related Fields
2 The American Statistician
2 Inverse Problems
2 Metrika
2 Biometrika
2 Journal of Optimization Theory and Applications
2 Mathematics of Operations Research
2 Statistica Neerlandica
2 Economics Letters
2 Pattern Recognition
2 Journal of Computational Neuroscience
2 Lifetime Data Analysis
2 INFORMS Journal on Computing
2 Journal of Statistical Mechanics: Theory and Experiment
2 Journal of Physics A: Mathematical and Theoretical
2 Journal of Statistical Theory and Practice
2 Statistics Surveys
2 Springer Series in Statistics
2 Journal of the Japan Statistical Society. Japanese Issue
1 Artificial Intelligence
1 Biological Cybernetics
1 Computers and Fluids
1 Computer Methods in Applied Mechanics and Engineering
1 Journal of Fluid Mechanics
1 Mathematical Biosciences
1 Mathematics of Computation
1 Applied Mathematics and Optimization
1 Journal of Mathematical Psychology
1 Operations Research
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Journal of Time Series Analysis
1 Circuits, Systems, and Signal Processing
1 Acta Mathematicae Applicatae Sinica. English Series
1 Constructive Approximation
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
1 Journal of Scientific Computing
1 Journal of Global Optimization
1 Computational Mathematics and Mathematical Physics
1 Applied Mathematical Modelling
...and 44 more Serials

Citations by Year