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ENH add support for L1 + L2 regularization in SparseLogisticRegression #231

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mathurinm opened this issue Mar 25, 2024 · 1 comment · May be fixed by #244
Open

ENH add support for L1 + L2 regularization in SparseLogisticRegression #231

mathurinm opened this issue Mar 25, 2024 · 1 comment · May be fixed by #244

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@mathurinm
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Currently we only support L1 in logreg: https://contrib.scikit-learn.org/skglm/generated/skglm.SparseLogisticRegression.html

We could introduce a second regularization parameter corresponding to a squared L2 regularisation, like ElasticNet is to Lasso

@PascalCarrivain would you give it a try ?

@PascalCarrivain
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Ok, why not.

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