Model Hubs & Serving

penalized

L1 and L2 penalized estimation in GLMs and Cox models for R.

Status
Not yet determined
Last checked
Unverified
License
Open source
Pricing
Free tier · from $0

What it is

The penalized package provides methods for performing L1 (lasso and fused lasso) and L2 (ridge) penalized estimation in generalized linear models (GLMs) and the Cox model, aiding in statistical modeling with regularization techniques.

penalized stands out for its comprehensive support of penalization techniques in GLMs and Cox models, making it a powerful tool for researchers and statisticians working with R.

When it fits — and when it doesn’t

A good fit for

  • Researchers needing to apply L1 and L2 penalties in GLMs for feature selection

  • Teams working on survival analysis who require regularization techniques

  • Academics studying statistical methods with R

Look elsewhere if

  • Projects requiring real-time data processing or streaming analytics

  • Applications that do not involve statistical modeling or machine learning

Known weaknesses

Each one links to the public issue, changelog or docs page it came from, where we have one.

  1. 01

    Limited language support

    The penalized package is primarily developed for R, limiting its accessibility to developers who prefer or are more comfortable with other programming languages.

  2. 02

    Poor documentation and examples

    Documentation lacks comprehensive tutorials and real-world usage examples, making it difficult for new users to understand how to effectively use the package's features.

  3. 03

    Performance issues with large datasets

    The penalized package can experience slow performance when handling very large datasets, which may limit its usability in big data applications.

What it does well

  • Support for L1 and L2 penalized estimation in GLMs

  • Cox model support with regularization techniques

  • Fused lasso method for feature selection

Pricing

Free tier
YesOpen source — free to use
Paid from
$0
Model
Flat rate
Enterprise plan
No

Pricing not independently confirmed — check the vendor’s page.

Performance benchmarks

How Fast Is It?

Set up penalized

Setup steps, common gotchas and what to check after 30 days.

Open the setup guide →