Hi I am using a Lasso model for feature selection. At present I use the function lassoFit = fit(LassoPath, X_train, Y_train, λ = lamGrid, maxncoef=maxncoef) I have the following question. (1) Some estimated coefficients are negative for each lamGrid value, which don’t give a reasonable biologica…

Lasso fit with non-negative coefficients

biona001 April 25, 2022, 1:30am 4

It seems like GLMNet.jl supports the constraints keyword that you can use.

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