COPY_biglasso_part | R Documentation |
Train one model
COPY_biglasso_part( X, y.train, ind.train, ind.col, covar.train, family, lambda, center, scale, resid, alpha, eps, max.iter, dfmax, ind.val, covar.val, y.val, n.abort, nlam.min, base.train, base.val, pf )
A named list with following variables:
intercept |
A vector of intercepts, corresponding to each lambda. |
beta |
The vector of coefficients that minimized the loss on the validation set. |
iter |
A vector of length |
lambda |
The sequence of regularization parameter values in the path. |
alpha |
Input parameter. |
loss |
A vector containing either the residual sum of squares
(for linear models) or negative log-likelihood (for logistic models)
of the fitted model at each value of |
loss.val |
A vector containing the loss for the corresponding validation set. |
message |
Reason the fitting has stopped. |
nb_active |
The number of active (non-zero) variables along the regularization path. |
nb_candidate |
The number of candidate variables (used in the gradient descent) along the regularization path. |
ind.train |
Indices of training set. |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.