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I am interested in doing Lasso Regression technique in Python. However, I would like to weight the input data for the algorithm. Can you suggest some libraries that can perform the Lasso regression taking into consideration the input weights?

I found here that scikit-learn provides weighted Ridge regression, but not weighted Lasso regression.

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  • So that your question does not rely on the one you've linked to could you explain the problem and what you've tried so far. Check out how to ask a good question: http://stackoverflow.com/help/how-to-ask – Simon Martin Jul 10 '13 at 11:53
  • Take a look at [this](http://scikit-learn.org/stable/modules/linear_model.html#lasso) for info on scikit-learn lasso – jonnydedwards Jul 11 '13 at 09:41

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