lasso.control: lasso.control

In KLexp: Kernel_lasso Expansion

Description

The same function from glmnet, which controls the training of lasso.

Usage

lasso.control(nfolds = 10, trace.it = 1, type.measure = "auc")

Arguments

nfolds	n-fold cross-validation.
trace.it	Whether to plot the training process
type.measure	Choose the loss funcrion.

Value

Will return the lasso training setting

Author(s)

Zongrui Dai

Source

https://github.com/Zongrui-Dai/Kernel-lasso-feature-expansion

Examples

##10-fold Cross-validation with MSE as loss function
c<-lasso.control(nfolds=10,type.measure='mse')

KLexp documentation built on Aug. 21, 2021, 5:07 p.m.