predict.cv.gglasso | R Documentation |
This function makes predictions from a cross-validated gglasso
model,
using the stored "gglasso.fit"
object, and the optimal value chosen
for lambda
.
## S3 method for class 'cv.gglasso'
predict(object, newx, s = c("lambda.1se", "lambda.min"), ...)
object |
fitted |
newx |
matrix of new values for |
s |
value(s) of the penalty parameter |
... |
not used. Other arguments to predict. |
This function makes it easier to use the results of cross-validation to make a prediction.
The returned object depends on the ... argument which is passed
on to the predict
method for gglasso
objects.
Yi Yang and Hui Zou
Maintainer: Yi Yang <yi.yang6@mcgill.ca>
Yang, Y. and Zou, H. (2015), “A Fast Unified Algorithm for
Computing Group-Lasso Penalized Learning Problems,” Statistics and
Computing. 25(6), 1129-1141.
BugReport:
https://github.com/emeryyi/gglasso
cv.gglasso
, and coef.cv.gglasso
methods.
# load gglasso library
library(gglasso)
# load data set
data(colon)
# define group index
group <- rep(1:20,each=5)
# 5-fold cross validation using group lasso
# penalized logisitic regression
cv <- cv.gglasso(x=colon$x, y=colon$y, group=group, loss="logit",
pred.loss="misclass", lambda.factor=0.05, nfolds=5)
# the coefficients at lambda = lambda.min, newx = x[1,]
pre = predict(cv$gglasso.fit, newx = colon$x[1:10,],
s = cv$lambda.min, type = "class")
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