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Hi, thanks for the heads up! There were some recent changes to the pyglmnet API and it looks like this broke some things. I'll change this soon, within a few weeks, and keep this open until then. (if you need it fast it's probably best to jump right to pyglmnet for now)
@aribenjamin, yeah, we no longer accept reg_lambda in the range here. It now looks something like this. Basically, you just need to create multiple GLM instances for each reg_lambda and that should solve this problem! (Also, you might have to edit here)
There is some error with the implementation of pyglmnet. See attached screenshot.
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