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, ...)).