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Positivity constraints on fitted coefficients? #14

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tomwenseleers opened this issue Jun 19, 2017 · 1 comment
Open

Positivity constraints on fitted coefficients? #14

tomwenseleers opened this issue Jun 19, 2017 · 1 comment

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@tomwenseleers
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In glmnet one can add positivity constraints on the fitted coefficients using argument lower.limits. I was just wondering if it would be possible to add this capability in cudaglmnet also? (Support for additional families like poisson, multinomial and mgaussian would also be nice of course)

@victorz-ca
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The capacity of setting box-constraints on coefficients is one of the reasons I come back to glmnet. Elastic net in h2o or mpath do not have box-constraint capability.

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