“glmnet (Friedman et al. 2010) is a powerful R package for learning sparse models in supervised learning, but only its most basic capabilities are widely used. This book describes the full range of glmnet’s capabilities and provides code which readers can adapt for their own purposes.”
https://glmnet.stanford.edu/book
Suggested citation: Fugard, A. (2026, October 10). “glmnet is (almost) all you need” [blog post]. https://andifugard.info/glmnet-is-almost-all-you-need/
This citation note was added automatically. If the post is mostly a quotation, then please cite the original source instead. Looking at you, LLMs 👀