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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
Dependencies: R
Related Software: R; ElemStatLearn; glasso; UCI-ml; sparsenet; PDCO; randomForest; MASS (R); GitHub; e1071; CRAN; NESTA; TFOCS; penalized; lars; covTest; hierNet; Rcpp; ranger; ggplot2
Referenced in: 617 Publications

Standard Articles

1 Publication describing the Software Year

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Referenced by 1,434 Authors

16 Bühlmann, Peter
12 Tibshirani, Robert John
9 Huang, Jian
9 Tutz, Gerhard E.
7 Van de Geer, Sara Anna
7 Zou, Hui
6 Bertsimas, Dimitris John
5 Breheny, Patrick
5 Hirose, Kei-ichi
5 Liu, Jin
4 Ahmed, Syed Ejaz
4 Fan, Jianqing
4 Groll, Andreas
4 Hastie, Trevor John
4 Jiao, Yuling
4 Lederer, Johannes
4 Li, Hongzhe
4 Liu, Han
4 Mai, Qing
4 Shah, Rajen Dinesh
4 Taylor, Jonathan E.
4 Van der Laan, Mark Johannes
4 Vinciotti, Veronica
4 Wang, Qin
4 Yang, Yi
4 Zahid, Faisal Maqbool
3 Augugliaro, Luigi
3 Ballings, Michel
3 Bien, Jacob
3 Cai, Tianxi
3 Feng, Yang
3 Fujisawa, Hironori
3 George, Edward I.
3 Ghosh, Malay
3 Giurcanu, Mihai C.
3 Guo, Xiao
3 Hong, Mingyi
3 James, Gareth M.
3 Jhong, Jae-Hwan
3 Kaul, Abhishek
3 Kawano, Shuichi
3 Koo, Ja-Yong
3 Li, Gang
3 Li, Quefeng
3 Liu, Yanyan
3 Liu, Yufeng
3 Ljung, Lennart
3 Ma, Shuangge
3 Madigan, David
3 Meinshausen, Nicolai
3 Mues, Christophe
3 Park, Gunwoong
3 Pillonetto, Gianluigi
3 Renaux, Claude
3 Ročková, Veronika
3 Schauberger, Gunther
3 Suchard, Marc A.
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 Yang, Yuehan
3 Zhang, Hai
3 Zhou, Qing
3 Zhu, Li
3 Zhu, Liping
2 Alhamzawi, Rahim
2 Bai, Ray
2 Becker, Stephen R.
2 Benvenuto, Federico
2 Binder, Harald
2 Bischl, Bernd
2 Bogaert, Matthias
2 Bondell, Howard D.
2 Boulesteix, Anne-Laure Isabeau
2 Boyd, Stephen Poythress
2 Bradic, Jelena
2 Cai, Tony Tony
2 Calafiore, Giuseppe Carlo
2 Candès, Emmanuel J.
2 Cao, Yongxiu
2 Causeur, David J.
2 Cerqueira, Vitor
2 Chen, Kani
2 Chen, Tianshi
2 Chen, Yunxiao
2 Chiquet, Julien
2 Choi, Hosik
2 Choiruddin, Achmad
2 Coeurjolly, Jean-François
2 Dai, Guang
2 Dai, Yutong
2 De Nicolao, Giuseppe
2 Deng, Xinwei
...and 1,334 more Authors
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Referenced in 129 Serials

51 Computational Statistics and Data Analysis
32 The Annals of Applied Statistics
27 Journal of Machine Learning Research (JMLR)
27 Electronic Journal of Statistics
25 The Annals of Statistics
25 Journal of Computational and Graphical Statistics
24 Statistics and Computing
19 Journal of the American Statistical Association
17 Journal of Applied Statistics
16 Machine Learning
13 Biometrics
13 Journal of Multivariate Analysis
12 Computational Statistics
12 Communications in Statistics. Simulation and Computation
12 Communications in Statistics. Theory and Methods
12 Journal of Statistical Computation and Simulation
11 Biometrical Journal
11 European Journal of Operational Research
11 Statistical Applications in Genetics and Molecular Biology
9 Journal of Statistical Planning and Inference
9 Statistical Analysis and Data Mining
8 Statistical Science
7 Statistica Sinica
6 Annals of the Institute of Statistical Mathematics
6 Automatica
6 Information Sciences
5 Psychometrika
5 Journal of Computational and Applied Mathematics
5 Journal of Econometrics
5 Mathematical Programming. Series A. Series B
5 Statistical Papers
5 Statistical Modelling
5 Advances in Data Analysis and Classification. ADAC
4 Scandinavian Journal of Statistics
4 Statistics & Probability Letters
4 Neural Computation
4 Computational Optimization and Applications
4 AStA. Advances in Statistical Analysis
3 The Canadian Journal of Statistics
3 Journal of Classification
3 Statistics
3 Annals of Operations Research
3 Test
3 SIAM Journal on Scientific Computing
3 Bernoulli
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
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
2 Inverse Problems
2 Metrika
2 Biometrika
2 Journal of Optimization Theory and Applications
2 Econometric Reviews
2 Economics Letters
2 Pattern Recognition
2 SIAM Journal on Optimization
2 Journal of Computational Neuroscience
2 Lifetime Data Analysis
2 Australian & New Zealand Journal of Statistics
2 Data Mining and Knowledge Discovery
2 Journal of Statistical Mechanics: Theory and Experiment
2 Springer Series in Statistics
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
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1 Applied Mathematics and Optimization
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1 Mathematics of Operations Research
1 Operations Research
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1 Operations Research Letters
1 Journal of Time Series Analysis
1 Acta Mathematicae Applicatae Sinica. English Series
1 Computers & Operations Research
1 International Journal of Approximate Reasoning
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1 Journal of Global Optimization
1 Computational Mathematics and Mathematical Physics
1 Applied Mathematical Modelling
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Applied Mathematics. Series B (English Edition)
1 Applicationes Mathematicae
1 International Journal of Computer Vision
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1 INFORMS Journal on Computing
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Abstract and Applied Analysis
1 Optimization Methods & Software
1 Extremes
...and 29 more Serials

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