Learn to add a custom datafit through a hands-on examples: Implementing a Poisson datafit.
Learn to add a custom penalty by implementing the \ell_1 penalty.
Explore how skglm
fits an unpenalized intercept.
Get details about Cox datafit equations.
Mathematical details about the group Lasso, in particular with nonnegativity constraints.
How to choose the regularization strength in L1-regularization?