1.1.4 Choosing a model
ols, ridge, lasso, and elastic-net use the same Gaussian solver, elnet-fit, with different choices of #:alpha and #:lambda. They suit a numeric response such as the mtcars dataset’s fuel economy.
The other families model different responses: binomial and multinomial models classify observations, Poisson models describe counts, Cox models use survival times and event indicators, and multi-response Gaussian models fit several numeric responses together. Model families lists the response forms, and Examples has a worked example for each.