Module path 

Lambda path generation for regularized regression.

This module provides utilities for generating a sequence of lambda values for regularization paths, matching glmnet’s approach.

Lambda Path Construction

glmnet generates a lambda path from lambda_max down to lambda_min:

• lambda_max: The smallest lambda for which all penalized coefficients are zero
• lambda_min: lambda_min_ratio * lambda_max

For pure ridge (alpha=0), lambda_max is theoretically infinite, so we use a small alpha value to compute a finite starting point.

Structs

LambdaPathOptions

Options for generating a lambda path.

Functions

compute_lambda_max

Computes lambda_max: the smallest lambda for which all penalized coefficients are zero.

extract_lambdas

Extracts a specific set of lambdas from a path.

make_lambda_path

Generates a lambda path from lambda_max down to lambda_min.