gradLasso

MaRDI QIDQ7381599CRANFDO

Authors David DeFranza

Last update 8 January 2026

Copyright license MIT license, File License

Software version identifier 0.1.1

Description

Implements LASSO regression using gradient descent with support for Gaussian, Binomial, Negative Binomial, and Zero-Inflated Negative Binomial (ZINB) families. Features cross-validation for determining lambda, stability selection, and bootstrapping for confidence intervals. Methods described in Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x> and Meinshausen and Buhlmann (2010) <doi:10.1111/j.1467-9868.2010.00740.x>.

Cites work

• Regression Shrinkage and Selection Via the Lasso
• Stability Selection

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