There does not seem to be support for L1 and L2 regularization for linear + logistic regression.
Are you planning on adding this feature in future versions?
Support of L1 and L2 regularizations for those algorithms is in Intel DAAL plans. If you could provide additional details related to the request (for example, typical dataset sizes your application processes, computation mode (batch, online or distributed), expected performance gain, etc), it would be helpful.
this feature available into the latest DAAL v. 2020. Please check the DAAL Release Notes follow the link: https://software.intel.com/en-us/articles/intel-daal-release-notes-and-new-features