GLM package data normalization and regularization

[Mariana]

Hello!

I’m starting to use the GLM.jl package for logistic regression.

Does the package adopt any kind of regularization or data normalization by default? I couldn’t find anything related to this in the package documentation.

Thank you!

[ianfiske]

GLM implements conventional generalized linear models, analagous to the R package of the same name. This does not include normalization or regularization.

• Regularization: Check out GLMNet.jl for regularization on GLMs.
• Normalization: Look into StatsBase.jl (Data Transformations · StatsBase.jl)

Alternatively, MLJ.jl can provide data normalization (e.g., Standardizer · MLJ) and penalized GLMs (GitHub - JuliaAI/MLJLinearModels.jl: Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)).