Disabling intercept

[lengstrom]

Hi,

Thank you for maintaining and creating biglasso, it's been really helpful! We've run into an application where we need to disable the intercept, can you please provide some guidance on how to do this? (a hacky way to do this would be great even if its not standardly supported!)

[CHY-WANG]

Disabling the intercept is currently not supported. However, if you are using the default family ("gaussian"), the fitted coefficients except intercept will be exactly the same no matter whether the intercept is disabled or not. For "binomial" family, the coefficients will be slightly different, but probably not enough to make a meaningful difference. For "cox" family, there is no intercept.