We provide a built in FISTA algorithm ([Beck and Teboulle, 2009](https://epubs.siam.org/doi/pdf/10.1137/080716542?casa_token=cjyK5OxcbSoAAAAA:lQOp0YAVKIOv2-vgGUd_YrnZC9VhbgWvZgj4UPbgfw8I7NV44K82vbIu0oz2-xAACBz9k0Lclw)) that covers most glm loss + non-smooth penalty combinations (`ya_glm.opt` is inspired by [pyunlocbox](https://github.com/epfl-lts2/pyunlocbox) and [lightning](https://github.com/scikit-learn-contrib/lightning)). **It is straightforward for you to plug in your favorite penalized GLM optimization algorithm.**
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