Maxnet
This is a Julia implementation of the maxnet algorithm, with all core functionality in the original R package.
Maxnet transforms input data in various ways and then uses the GLMnet algorithm to fit a lasso path, selecting the best variables and transformations.
Maxnet is closely related to the Java MaxEnt application, which is widely used in species distribution modelling. It was developped by Steven Philips. See this publication for more details about maxnet.
Also see the Maxent page on the site of the American Museum for Natural History.
Documentation for Maxnet.