GLMNet

[bdiptesh]

Is your feature request related to a problem? Please describe.
GLMNet module

Describe the solution you'd like
GLMNet module for building models. Determine optimal alpha and lambda.

Expected input

df: pandas.DataFrame
y_var: List[str]
x_var: List[str]
param: Dict

Expected API

fit
predict

Acceptance criteria

• Integration tests

Tasks

• Define integration tests
• First pass implementation of GLMNet
• Modular implementation