Lasso Python Packages

glum

High performance Python GLMs with all the features!

adelie

A fast and flexible Python package for efficiently solving lasso, elastic net, group lasso, and group elastic net problems.

factorlasso

Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consistent factor covariance assembly

glmnet-py

glmnet for python

glmnet

A python port of the glmnet package for fitting generalized linear models via penalized maximum likelihood.

fastcpd

Fast Change Point Detection

pyglmnet

Python implementation of elastic-net regularized generalized linear models

analytic-prophet

Stan-free Prophet forecasting model using an analytical gradient instead of AutoDiff: faster and lighter on memory.

ptlasso

A Python package for fitting pretrained Lasso models

svemnet

Self-Validated Ensemble Models (SVEM) for Python: lasso/elastic-net and forward-selection ensembles for small-sample design of experiments. Python counterpart of the R package SVEMnet.

cr-sparse

Functional models and algorithms for sparse signal processing

torchgel

Group elastic net implementation in PyTorch.

secimtools

A set of metabolomics tools for use in Galaxy

glmnet2

A python port of the glmnet package for fitting generalized linear models via penalized maximum likelihood.

glmnet-time-series

A python port of the glmnet package for fitting generalized linear models via penalized maximum likelihood.