Elastic net regression is a technique that combines two methods of linear regression: lasso and ridge. It can help you create more accurate and robust models, especially when you have many ...

Both Python and R have several packages that can perform elastic net regression, but not all of them are equally reliable, fast, or user-friendly.

Python implementation of Sparse PCA proposed by Hui Zou, Trevor Hastie and Robert Tibshirani. This implementation has been tested by Pitprops data. This method can generate sparse loadings (with the ...