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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.

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an extension of signed sklearn.linear_model.ElasticNet

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