When you penalize logistic regression using l1, l2 or both penalizations, the coefficients are penalized towards 0. I would like to do the same thing but penalizing the coefficients towards other different numbers. For instance, penalize the first coefficient towards 1, the second towards 10 and the third towards -3.
Note that I am aware of this question and its answer, but it wouldn't quite work in a logistic regression scenario as substracting some combination of the predictors to the target variable doesn't give a binary variable, therefore the transformed regression is not a logistic regression anymore.
If somebody finds an R package or a way to do this with glmnet I would appreciate it a lot, thanks.