Hey @ebatty, I would like to contribute to this issue. It would be my first contribution. Can you assign this to me?

@Vandinimodi1595 This is likely not a good first issue. One needs to be familiar with scikit-learn's workflow and requirements for adding a new feature, which involves updates to the user guide, tests, examples & implementation. To learn about scikit-learn's workflow, a good first issue is #21350

@lorentzenchr As for inclusion, what do you think about adding other types of regularization into the GLMs?

@thomasjpfan, Could you assign that issue #21350 for me then?

Could you assign that issue #21350 for me then?

That issue can not be assigned to a single person because it is a list of 229 items around the same issue. There has already been around ~ 30 people that worked on the issue. As of this writing, there is still a 170 items to go. You can read the issue to see how to begin working on it.

Thank you @thomasjpfan, I will look into it.

This is a duplicate of #16637 and definitely on my longer roadmap. #21808 is an important step in that direction as it will enable to compute Hessians for linear models, which will enable 2nd order coordinates descent, like glmnet.
@ebatty Thanks for your feedback on the PoissonRegeessor and opening this issue.

Looking at this now, I don't see the ability currently to use lasso or elastic net as valid regularization schemes in the PoissonRegressor class. Should this issue be reopened, since it hasn't been resolved? @lorentzenchr