hierNet.cv: Cross-validation function for hierNet
In hierNet: A Lasso for Hierarchical Interactions
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
Uses cross-validation to estimate the regularization parameter for hierNet
Usage
1
hierNet.cv(fit, x, y, nfolds=10,folds=NULL,trace=0)
Arguments
fit
Object returned from call to hierNet.path or hierNet.logistic.path. All parameter settings
will be taken from this object.
x
A matrix of predictors, where the rows are the samples and
the columns are the predictors
y
A vector of observations, where length(y) equals
nrow(x)
nfolds
Number of cross-validation folds
folds
(Optional) user-supplied cross-validation folds. If provided, nfolds is ignored.
trace
Verbose output? 0=no, 1=yes
Value
lamlist
Vector of lambda values tried
cv.err
Estimate of cross-validation error
cv.se
Estimated standard error of cross-validation estimate
lamhat
lambda value minimizing cv.err
lamhat.1se
largest lambda value with cv.err less than or equal to min(cv.err)+ SE
folds
Indices of folds used in cross-validation
yhat
n by nlam matrix of predicted values. Here, ith prediction
is based on training on all folds that do not include the ith data
point.
nonzero
Vector giving number of non-zero coefficients for each
lambda value
call
The call to hierNet.cv
Author(s)
Jacob Bien and Robert Tibshirani
References
Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.
See Also
hierNet,hierNet.path, hierNet.logistic,hierNet.logistic.path
Examples
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
set.seed(12)
x=matrix(rnorm(100*10),ncol=10)
x=scale(x,TRUE,TRUE)
y=x[,1]+2*x[,2]+ x[,1]*x[,2]+3*rnorm(100)
fit=hierNet.path(x,y)
fitcv=hierNet.cv(fit,x,y)
print(fitcv)
plot(fitcv)
x=matrix(rnorm(100*10),ncol=10)
x=scale(x,TRUE,TRUE)
y=x[,1]+2*x[,2]+ x[,1]*x[,2]+3*rnorm(100)
y=1*(y>0)
fit=hierNet.logistic.path(x,y)
fitcv=hierNet.cv(fit,x,y)
print(fitcv)
plot(fitcv)
Example output
i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 20 iterations.
i,lam= 3 79.89
GG converged in 26 iterations.
i,lam= 4 62.69
GG converged in 26 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 48 iterations.
i,lam= 7 30.3
GG converged in 57 iterations.
i,lam= 8 23.78
GG converged in 62 iterations.
i,lam= 9 18.66
GG converged in 55 iterations.
i,lam= 10 14.64
GG converged in 63 iterations.
i,lam= 11 11.49
GG converged in 60 iterations.
i,lam= 12 9.02
GG converged in 119 iterations.
i,lam= 13 7.08
GG converged in 122 iterations.
i,lam= 14 5.55
GG converged in 139 iterations.
i,lam= 15 4.36
GG converged in 147 iterations.
i,lam= 16 3.42
GG converged in 200 iterations.
i,lam= 17 2.68
GG converged in 374 iterations.
i,lam= 18 2.11
GG converged in 291 iterations.
i,lam= 19 1.65
GG converged in 602 iterations.
i,lam= 20 1.3
GG converged in 657 iterations.
Fold 1 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 21 iterations.
i,lam= 3 79.89
GG converged in 25 iterations.
i,lam= 4 62.69
GG converged in 25 iterations.
i,lam= 5 49.2
GG converged in 50 iterations.
i,lam= 6 38.61
GG converged in 64 iterations.
i,lam= 7 30.3
GG converged in 95 iterations.
i,lam= 8 23.78
GG converged in 114 iterations.
i,lam= 9 18.66
GG converged in 144 iterations.
i,lam= 10 14.64
GG converged in 144 iterations.
i,lam= 11 11.49
GG converged in 79 iterations.
i,lam= 12 9.02
GG converged in 133 iterations.
i,lam= 13 7.08
GG converged in 162 iterations.
i,lam= 14 5.55
GG converged in 156 iterations.
i,lam= 15 4.36
GG converged in 151 iterations.
i,lam= 16 3.42
GG converged in 166 iterations.
i,lam= 17 2.68
GG converged in 245 iterations.
i,lam= 18 2.11
GG converged in 307 iterations.
i,lam= 19 1.65
GG converged in 485 iterations.
i,lam= 20 1.3
GG converged in 807 iterations.
Fold 2 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 22 iterations.
i,lam= 3 79.89
GG converged in 22 iterations.
i,lam= 4 62.69
GG converged in 27 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 48 iterations.
i,lam= 7 30.3
GG converged in 44 iterations.
i,lam= 8 23.78
GG converged in 55 iterations.
i,lam= 9 18.66
GG converged in 62 iterations.
i,lam= 10 14.64
GG converged in 51 iterations.
i,lam= 11 11.49
GG converged in 60 iterations.
i,lam= 12 9.02
GG converged in 86 iterations.
i,lam= 13 7.08
GG converged in 134 iterations.
i,lam= 14 5.55
GG converged in 122 iterations.
i,lam= 15 4.36
GG converged in 222 iterations.
i,lam= 16 3.42
GG converged in 402 iterations.
i,lam= 17 2.68
GG converged in 272 iterations.
i,lam= 18 2.11
GG converged in 345 iterations.
i,lam= 19 1.65
GG converged in 630 iterations.
i,lam= 20 1.3
GG converged in 700 iterations.
Fold 3 :i,lam= 1 129.72
GG converged in 7 iterations.
i,lam= 2 101.8
GG converged in 10 iterations.
i,lam= 3 79.89
GG converged in 16 iterations.
i,lam= 4 62.69
GG converged in 16 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 26 iterations.
i,lam= 7 30.3
GG converged in 33 iterations.
i,lam= 8 23.78
GG converged in 44 iterations.
i,lam= 9 18.66
GG converged in 46 iterations.
i,lam= 10 14.64
GG converged in 91 iterations.
i,lam= 11 11.49
GG converged in 103 iterations.
i,lam= 12 9.02
GG converged in 139 iterations.
i,lam= 13 7.08
GG converged in 181 iterations.
i,lam= 14 5.55
GG converged in 232 iterations.
i,lam= 15 4.36
GG converged in 211 iterations.
i,lam= 16 3.42
GG converged in 293 iterations.
i,lam= 17 2.68
GG converged in 335 iterations.
i,lam= 18 2.11
GG converged in 491 iterations.
i,lam= 19 1.65
GG converged in 667 iterations.
i,lam= 20 1.3
GG converged in 878 iterations.
Fold 4 :i,lam= 1 129.72
GG converged in 9 iterations.
i,lam= 2 101.8
GG converged in 10 iterations.
i,lam= 3 79.89
GG converged in 38 iterations.
i,lam= 4 62.69
GG converged in 41 iterations.
i,lam= 5 49.2
GG converged in 35 iterations.
i,lam= 6 38.61
GG converged in 37 iterations.
i,lam= 7 30.3
GG converged in 48 iterations.
i,lam= 8 23.78
GG converged in 66 iterations.
i,lam= 9 18.66
GG converged in 76 iterations.
i,lam= 10 14.64
GG converged in 67 iterations.
i,lam= 11 11.49
GG converged in 82 iterations.
i,lam= 12 9.02
GG converged in 90 iterations.
i,lam= 13 7.08
GG converged in 132 iterations.
i,lam= 14 5.55
GG converged in 169 iterations.
i,lam= 15 4.36
GG converged in 176 iterations.
i,lam= 16 3.42
GG converged in 168 iterations.
i,lam= 17 2.68
GG converged in 183 iterations.
i,lam= 18 2.11
GG converged in 229 iterations.
i,lam= 19 1.65
GG converged in 377 iterations.
i,lam= 20 1.3
GG converged in 573 iterations.
Fold 5 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 19 iterations.
i,lam= 3 79.89
GG converged in 23 iterations.
i,lam= 4 62.69
GG converged in 27 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 27 iterations.
i,lam= 7 30.3
GG converged in 60 iterations.
i,lam= 8 23.78
GG converged in 78 iterations.
i,lam= 9 18.66
GG converged in 45 iterations.
i,lam= 10 14.64
GG converged in 79 iterations.
i,lam= 11 11.49
GG converged in 64 iterations.
i,lam= 12 9.02
GG converged in 297 iterations.
i,lam= 13 7.08
GG converged in 124 iterations.
i,lam= 14 5.55
GG converged in 138 iterations.
i,lam= 15 4.36
GG converged in 277 iterations.
i,lam= 16 3.42
GG converged in 222 iterations.
i,lam= 17 2.68
GG converged in 298 iterations.
i,lam= 18 2.11
GG converged in 308 iterations.
i,lam= 19 1.65
GG converged in 392 iterations.
i,lam= 20 1.3
GG converged in 495 iterations.
Fold 6 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 21 iterations.
i,lam= 3 79.89
GG converged in 25 iterations.
i,lam= 4 62.69
GG converged in 25 iterations.
i,lam= 5 49.2
GG converged in 24 iterations.
i,lam= 6 38.61
GG converged in 47 iterations.
i,lam= 7 30.3
GG converged in 34 iterations.
i,lam= 8 23.78
GG converged in 49 iterations.
i,lam= 9 18.66
GG converged in 59 iterations.
i,lam= 10 14.64
GG converged in 186 iterations.
i,lam= 11 11.49
GG converged in 193 iterations.
i,lam= 12 9.02
GG converged in 131 iterations.
i,lam= 13 7.08
GG converged in 151 iterations.
i,lam= 14 5.55
GG converged in 210 iterations.
i,lam= 15 4.36
GG converged in 150 iterations.
i,lam= 16 3.42
GG converged in 200 iterations.
i,lam= 17 2.68
GG converged in 274 iterations.
i,lam= 18 2.11
GG converged in 446 iterations.
i,lam= 19 1.65
GG converged in 528 iterations.
i,lam= 20 1.3
GG converged in 681 iterations.
Fold 7 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 20 iterations.
i,lam= 3 79.89
GG converged in 24 iterations.
i,lam= 4 62.69
GG converged in 29 iterations.
i,lam= 5 49.2
GG converged in 28 iterations.
i,lam= 6 38.61
GG converged in 30 iterations.
i,lam= 7 30.3
GG converged in 29 iterations.
i,lam= 8 23.78
GG converged in 89 iterations.
i,lam= 9 18.66
GG converged in 78 iterations.
i,lam= 10 14.64
GG converged in 131 iterations.
i,lam= 11 11.49
GG converged in 82 iterations.
i,lam= 12 9.02
GG converged in 187 iterations.
i,lam= 13 7.08
GG converged in 258 iterations.
i,lam= 14 5.55
GG converged in 142 iterations.
i,lam= 15 4.36
GG converged in 323 iterations.
i,lam= 16 3.42
GG converged in 387 iterations.
i,lam= 17 2.68
GG converged in 462 iterations.
i,lam= 18 2.11
GG converged in 490 iterations.
i,lam= 19 1.65
GG converged in 655 iterations.
i,lam= 20 1.3
GG converged in 626 iterations.
Fold 8 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 17 iterations.
i,lam= 3 79.89
GG converged in 23 iterations.
i,lam= 4 62.69
GG converged in 23 iterations.
i,lam= 5 49.2
GG converged in 25 iterations.
i,lam= 6 38.61
GG converged in 28 iterations.
i,lam= 7 30.3
GG converged in 51 iterations.
i,lam= 8 23.78
GG converged in 28 iterations.
i,lam= 9 18.66
GG converged in 69 iterations.
i,lam= 10 14.64
GG converged in 78 iterations.
i,lam= 11 11.49
GG converged in 77 iterations.
i,lam= 12 9.02
GG converged in 157 iterations.
i,lam= 13 7.08
GG converged in 124 iterations.
i,lam= 14 5.55
GG converged in 127 iterations.
i,lam= 15 4.36
GG converged in 175 iterations.
i,lam= 16 3.42
GG converged in 258 iterations.
i,lam= 17 2.68
GG converged in 263 iterations.
i,lam= 18 2.11
GG converged in 292 iterations.
i,lam= 19 1.65
GG converged in 347 iterations.
i,lam= 20 1.3
GG converged in 419 iterations.
Fold 9 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 17 iterations.
i,lam= 3 79.89
GG converged in 22 iterations.
i,lam= 4 62.69
GG converged in 23 iterations.
i,lam= 5 49.2
GG converged in 23 iterations.
i,lam= 6 38.61
GG converged in 57 iterations.
i,lam= 7 30.3
GG converged in 60 iterations.
i,lam= 8 23.78
GG converged in 25 iterations.
i,lam= 9 18.66
GG converged in 55 iterations.
i,lam= 10 14.64
GG converged in 65 iterations.
i,lam= 11 11.49
GG converged in 114 iterations.
i,lam= 12 9.02
GG converged in 162 iterations.
i,lam= 13 7.08
GG converged in 164 iterations.
i,lam= 14 5.55
GG converged in 198 iterations.
i,lam= 15 4.36
GG converged in 212 iterations.
i,lam= 16 3.42
GG converged in 195 iterations.
i,lam= 17 2.68
GG converged in 239 iterations.
i,lam= 18 2.11
GG converged in 417 iterations.
i,lam= 19 1.65
GG converged in 610 iterations.
i,lam= 20 1.3
GG converged in 903 iterations.
Fold 10 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 23 iterations.
i,lam= 3 79.89
GG converged in 27 iterations.
i,lam= 4 62.69
GG converged in 29 iterations.
i,lam= 5 49.2
GG converged in 43 iterations.
i,lam= 6 38.61
GG converged in 60 iterations.
i,lam= 7 30.3
GG converged in 56 iterations.
i,lam= 8 23.78
GG converged in 45 iterations.
i,lam= 9 18.66
GG converged in 82 iterations.
i,lam= 10 14.64
GG converged in 86 iterations.
i,lam= 11 11.49
GG converged in 83 iterations.
i,lam= 12 9.02
GG converged in 105 iterations.
i,lam= 13 7.08
GG converged in 120 iterations.
i,lam= 14 5.55
GG converged in 123 iterations.
i,lam= 15 4.36
GG converged in 201 iterations.
i,lam= 16 3.42
GG converged in 211 iterations.
i,lam= 17 2.68
GG converged in 323 iterations.
i,lam= 18 2.11
GG converged in 412 iterations.
i,lam= 19 1.65
GG converged in 506 iterations.
i,lam= 20 1.3
GG converged in 572 iterations.
Call:
hierNet.cv(fit = fit, x = x, y = y)
Lambda Number of nonzero Mean CV error SE
[1,] 129.72 1 12.49 1.27
[2,] 101.80 2 12.14 1.22
[3,] 79.89 6 10.96 1.04
[4,] 62.69 6 10.11 0.89
[5,] 49.20 6 9.51 0.78
[6,] 38.61 13 9.37 0.70
[7,] 30.30 15 9.48 0.70
[8,] 23.78 19 9.62 0.74
[9,] 18.66 19 9.75 0.79
[10,] 14.64 21 9.65 0.77
[11,] 11.49 23 9.77 0.82
[12,] 9.02 30 10.08 0.89
[13,] 7.08 33 10.40 1.01
[14,] 5.55 34 10.97 1.20
[15,] 4.36 36 12.18 1.55
[16,] 3.42 40 13.86 2.07
[17,] 2.68 43 16.00 2.71
[18,] 2.11 44 18.58 3.46
[19,] 1.65 52 21.57 4.50
[20,] 1.30 55 24.70 5.56
lamhat= 38.61 lamhat.1se= 49.2
i,lam= 1 19.67
GG converged in 7 iterations.
i,lam= 2 15.44
GG converged in 21 iterations.
i,lam= 3 12.12
GG converged in 26 iterations.
i,lam= 4 9.51
GG converged in 26 iterations.
i,lam= 5 7.46
GG converged in 23 iterations.
i,lam= 6 5.86
GG converged in 28 iterations.
i,lam= 7 4.6
GG converged in 23 iterations.
i,lam= 8 3.61
GG converged in 43 iterations.
i,lam= 9 2.83
GG converged in 85 iterations.
i,lam= 10 2.22
GG converged in 87 iterations.
i,lam= 11 1.74
GG converged in 162 iterations.
i,lam= 12 1.37
GG converged in 176 iterations.
i,lam= 13 1.07
GG converged in 182 iterations.
i,lam= 14 0.84
GG converged in 221 iterations.
i,lam= 15 0.66
GG converged in 361 iterations.
i,lam= 16 0.52
GG converged in 342 iterations.
i,lam= 17 0.41
GG converged in 473 iterations.
i,lam= 18 0.32
GG converged in 613 iterations.
i,lam= 19 0.25
GG converged in 559 iterations.
i,lam= 20 0.2
GG converged in 775 iterations.
Fold 1 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 23 iterations.
i,lam= 3 12.12
GG converged in 16 iterations.
i,lam= 4 9.51
GG converged in 23 iterations.
i,lam= 5 7.46
GG converged in 17 iterations.
i,lam= 6 5.86
GG converged in 24 iterations.
i,lam= 7 4.6
GG converged in 24 iterations.
i,lam= 8 3.61
GG converged in 18 iterations.
i,lam= 9 2.83
GG converged in 25 iterations.
i,lam= 10 2.22
GG converged in 32 iterations.
i,lam= 11 1.74
GG converged in 72 iterations.
i,lam= 12 1.37
GG converged in 116 iterations.
i,lam= 13 1.07
GG converged in 164 iterations.
i,lam= 14 0.84
GG converged in 181 iterations.
i,lam= 15 0.66
GG converged in 315 iterations.
i,lam= 16 0.52
GG converged in 388 iterations.
i,lam= 17 0.41
GG converged in 356 iterations.
i,lam= 18 0.32
GG converged in 486 iterations.
i,lam= 19 0.25
GG converged in 469 iterations.
i,lam= 20 0.2
GG converged in 548 iterations.
Fold 2 :i,lam= 1 19.67
GG converged in 30 iterations.
i,lam= 2 15.44
GG converged in 11 iterations.
i,lam= 3 12.12
GG converged in 27 iterations.
i,lam= 4 9.51
GG converged in 29 iterations.
i,lam= 5 7.46
GG converged in 18 iterations.
i,lam= 6 5.86
GG converged in 31 iterations.
i,lam= 7 4.6
GG converged in 33 iterations.
i,lam= 8 3.61
GG converged in 90 iterations.
i,lam= 9 2.83
GG converged in 27 iterations.
i,lam= 10 2.22
GG converged in 32 iterations.
i,lam= 11 1.74
GG converged in 49 iterations.
i,lam= 12 1.37
GG converged in 106 iterations.
i,lam= 13 1.07
GG converged in 142 iterations.
i,lam= 14 0.84
GG converged in 169 iterations.
i,lam= 15 0.66
GG converged in 225 iterations.
i,lam= 16 0.52
GG converged in 269 iterations.
i,lam= 17 0.41
GG converged in 231 iterations.
i,lam= 18 0.32
GG converged in 346 iterations.
i,lam= 19 0.25
GG converged in 597 iterations.
i,lam= 20 0.2
GG converged in 631 iterations.
Fold 3 :i,lam= 1 19.67
GG converged in 30 iterations.
i,lam= 2 15.44
GG converged in 10 iterations.
i,lam= 3 12.12
GG converged in 15 iterations.
i,lam= 4 9.51
GG converged in 19 iterations.
i,lam= 5 7.46
GG converged in 18 iterations.
i,lam= 6 5.86
GG converged in 23 iterations.
i,lam= 7 4.6
GG converged in 20 iterations.
i,lam= 8 3.61
GG converged in 17 iterations.
i,lam= 9 2.83
GG converged in 36 iterations.
i,lam= 10 2.22
GG converged in 46 iterations.
i,lam= 11 1.74
GG converged in 91 iterations.
i,lam= 12 1.37
GG converged in 142 iterations.
i,lam= 13 1.07
GG converged in 171 iterations.
i,lam= 14 0.84
GG converged in 237 iterations.
i,lam= 15 0.66
GG converged in 412 iterations.
i,lam= 16 0.52
GG converged in 381 iterations.
i,lam= 17 0.41
GG converged in 570 iterations.
i,lam= 18 0.32
GG converged in 508 iterations.
i,lam= 19 0.25
GG converged in 483 iterations.
i,lam= 20 0.2
GG converged in 493 iterations.
Fold 4 :i,lam= 1 19.67
GG converged in 22 iterations.
i,lam= 2 15.44
GG converged in 7 iterations.
i,lam= 3 12.12
GG converged in 18 iterations.
i,lam= 4 9.51
GG converged in 33 iterations.
i,lam= 5 7.46
GG converged in 35 iterations.
i,lam= 6 5.86
GG converged in 42 iterations.
i,lam= 7 4.6
GG converged in 67 iterations.
i,lam= 8 3.61
GG converged in 47 iterations.
i,lam= 9 2.83
GG converged in 45 iterations.
i,lam= 10 2.22
GG converged in 51 iterations.
i,lam= 11 1.74
GG converged in 27 iterations.
i,lam= 12 1.37
GG converged in 77 iterations.
i,lam= 13 1.07
GG converged in 179 iterations.
i,lam= 14 0.84
GG converged in 196 iterations.
i,lam= 15 0.66
GG converged in 328 iterations.
i,lam= 16 0.52
GG converged in 306 iterations.
i,lam= 17 0.41
GG converged in 554 iterations.
i,lam= 18 0.32
GG converged in 745 iterations.
i,lam= 19 0.25
GG converged in 611 iterations.
i,lam= 20 0.2
GG converged in 825 iterations.
Fold 5 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 14 iterations.
i,lam= 3 12.12
GG converged in 13 iterations.
i,lam= 4 9.51
GG converged in 30 iterations.
i,lam= 5 7.46
GG converged in 32 iterations.
i,lam= 6 5.86
GG converged in 37 iterations.
i,lam= 7 4.6
GG converged in 37 iterations.
i,lam= 8 3.61
GG converged in 42 iterations.
i,lam= 9 2.83
GG converged in 52 iterations.
i,lam= 10 2.22
GG converged in 60 iterations.
i,lam= 11 1.74
GG converged in 45 iterations.
i,lam= 12 1.37
GG converged in 156 iterations.
i,lam= 13 1.07
GG converged in 332 iterations.
i,lam= 14 0.84
GG converged in 160 iterations.
i,lam= 15 0.66
GG converged in 205 iterations.
i,lam= 16 0.52
GG converged in 511 iterations.
i,lam= 17 0.41
GG converged in 430 iterations.
i,lam= 18 0.32
GG converged in 591 iterations.
i,lam= 19 0.25
GG converged in 650 iterations.
i,lam= 20 0.2
GG converged in 585 iterations.
Fold 6 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 19 iterations.
i,lam= 3 12.12
GG converged in 21 iterations.
i,lam= 4 9.51
GG converged in 24 iterations.
i,lam= 5 7.46
GG converged in 23 iterations.
i,lam= 6 5.86
GG converged in 25 iterations.
i,lam= 7 4.6
GG converged in 22 iterations.
i,lam= 8 3.61
GG converged in 28 iterations.
i,lam= 9 2.83
GG converged in 32 iterations.
i,lam= 10 2.22
GG converged in 43 iterations.
i,lam= 11 1.74
GG converged in 86 iterations.
i,lam= 12 1.37
GG converged in 121 iterations.
i,lam= 13 1.07
GG converged in 135 iterations.
i,lam= 14 0.84
GG converged in 127 iterations.
i,lam= 15 0.66
GG converged in 221 iterations.
i,lam= 16 0.52
GG converged in 249 iterations.
i,lam= 17 0.41
GG converged in 595 iterations.
i,lam= 18 0.32
GG converged in 392 iterations.
i,lam= 19 0.25
GG converged in 495 iterations.
i,lam= 20 0.2
GG converged in 389 iterations.
Fold 7 :i,lam= 1 19.67
GG converged in 32 iterations.
i,lam= 2 15.44
GG converged in 14 iterations.
i,lam= 3 12.12
GG converged in 27 iterations.
i,lam= 4 9.51
GG converged in 30 iterations.
i,lam= 5 7.46
GG converged in 30 iterations.
i,lam= 6 5.86
GG converged in 32 iterations.
i,lam= 7 4.6
GG converged in 32 iterations.
i,lam= 8 3.61
GG converged in 48 iterations.
i,lam= 9 2.83
GG converged in 42 iterations.
i,lam= 10 2.22
GG converged in 27 iterations.
i,lam= 11 1.74
GG converged in 28 iterations.
i,lam= 12 1.37
GG converged in 56 iterations.
i,lam= 13 1.07
GG converged in 122 iterations.
i,lam= 14 0.84
GG converged in 133 iterations.
i,lam= 15 0.66
GG converged in 142 iterations.
i,lam= 16 0.52
GG converged in 183 iterations.
i,lam= 17 0.41
GG converged in 227 iterations.
i,lam= 18 0.32
GG converged in 231 iterations.
i,lam= 19 0.25
GG converged in 292 iterations.
i,lam= 20 0.2
GG converged in 418 iterations.
Fold 8 :i,lam= 1 19.67
GG converged in 25 iterations.
i,lam= 2 15.44
GG converged in 18 iterations.
i,lam= 3 12.12
GG converged in 28 iterations.
i,lam= 4 9.51
GG converged in 31 iterations.
i,lam= 5 7.46
GG converged in 19 iterations.
i,lam= 6 5.86
GG converged in 23 iterations.
i,lam= 7 4.6
GG converged in 28 iterations.
i,lam= 8 3.61
GG converged in 41 iterations.
i,lam= 9 2.83
GG converged in 110 iterations.
i,lam= 10 2.22
GG converged in 128 iterations.
i,lam= 11 1.74
GG converged in 132 iterations.
i,lam= 12 1.37
GG converged in 99 iterations.
i,lam= 13 1.07
GG converged in 247 iterations.
i,lam= 14 0.84
GG converged in 194 iterations.
i,lam= 15 0.66
GG converged in 318 iterations.
i,lam= 16 0.52
GG converged in 432 iterations.
i,lam= 17 0.41
GG converged in 607 iterations.
i,lam= 18 0.32
GG converged in 435 iterations.
i,lam= 19 0.25
GG converged in 475 iterations.
i,lam= 20 0.2
GG converged in 538 iterations.
Fold 9 :i,lam= 1 19.67
GG converged in 32 iterations.
i,lam= 2 15.44
GG converged in 7 iterations.
i,lam= 3 12.12
GG converged in 26 iterations.
i,lam= 4 9.51
GG converged in 27 iterations.
i,lam= 5 7.46
GG converged in 19 iterations.
i,lam= 6 5.86
GG converged in 52 iterations.
i,lam= 7 4.6
GG converged in 85 iterations.
i,lam= 8 3.61
GG converged in 41 iterations.
i,lam= 9 2.83
GG converged in 65 iterations.
i,lam= 10 2.22
GG converged in 53 iterations.
i,lam= 11 1.74
GG converged in 71 iterations.
i,lam= 12 1.37
GG converged in 94 iterations.
i,lam= 13 1.07
GG converged in 64 iterations.
i,lam= 14 0.84
GG converged in 199 iterations.
i,lam= 15 0.66
GG converged in 146 iterations.
i,lam= 16 0.52
GG converged in 186 iterations.
i,lam= 17 0.41
GG converged in 302 iterations.
i,lam= 18 0.32
GG converged in 413 iterations.
i,lam= 19 0.25
GG converged in 254 iterations.
i,lam= 20 0.2
GG converged in 360 iterations.
Fold 10 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 6 iterations.
i,lam= 3 12.12
GG converged in 28 iterations.
i,lam= 4 9.51
GG converged in 32 iterations.
i,lam= 5 7.46
GG converged in 15 iterations.
i,lam= 6 5.86
GG converged in 26 iterations.
i,lam= 7 4.6
GG converged in 27 iterations.
i,lam= 8 3.61
GG converged in 36 iterations.
i,lam= 9 2.83
GG converged in 44 iterations.
i,lam= 10 2.22
GG converged in 65 iterations.
i,lam= 11 1.74
GG converged in 79 iterations.
i,lam= 12 1.37
GG converged in 126 iterations.
i,lam= 13 1.07
GG converged in 252 iterations.
i,lam= 14 0.84
GG converged in 245 iterations.
i,lam= 15 0.66
GG converged in 277 iterations.
i,lam= 16 0.52
GG converged in 324 iterations.
i,lam= 17 0.41
GG converged in 245 iterations.
i,lam= 18 0.32
GG converged in 282 iterations.
i,lam= 19 0.25
GG converged in 319 iterations.
i,lam= 20 0.2
GG converged in 589 iterations.
Call:
hierNet.cv(fit = fit, x = x, y = y)
Lambda Number of nonzero Mean CV error SE
[1,] 19.67 1 0.47 0.03
[2,] 15.44 2 0.48 0.04
[3,] 12.12 2 0.36 0.05
[4,] 9.51 2 0.33 0.05
[5,] 7.46 5 0.33 0.04
[6,] 5.86 6 0.36 0.03
[7,] 4.60 10 0.42 0.03
[8,] 3.61 13 0.42 0.03
[9,] 2.83 17 0.42 0.04
[10,] 2.22 19 0.46 0.04
[11,] 1.74 24 0.49 0.04
[12,] 1.37 27 0.49 0.05
[13,] 1.07 30 0.48 0.05
[14,] 0.84 33 0.48 0.05
[15,] 0.66 36 0.48 0.06
[16,] 0.52 35 0.49 0.06
[17,] 0.41 37 0.48 0.06
[18,] 0.32 43 0.50 0.05
[19,] 0.25 44 0.53 0.04
[20,] 0.20 51 0.54 0.04
lamhat= 9.51 lamhat.1se= 12.12
hierNet documentation built on Feb. 6, 2020, 5:09 p.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
Uses cross-validation to estimate the regularization parameter for hierNet
Usage
1 | hierNet.cv(fit, x, y, nfolds=10,folds=NULL,trace=0)
|
Arguments
fit |
Object returned from call to hierNet.path or hierNet.logistic.path. All parameter settings will be taken from this object. |
x |
A matrix of predictors, where the rows are the samples and the columns are the predictors |
y |
A vector of observations, where length(y) equals nrow(x) |
nfolds |
Number of cross-validation folds |
folds |
(Optional) user-supplied cross-validation folds. If provided, nfolds is ignored. |
trace |
Verbose output? 0=no, 1=yes |
Value
lamlist |
Vector of lambda values tried |
cv.err |
Estimate of cross-validation error |
cv.se |
Estimated standard error of cross-validation estimate |
lamhat |
lambda value minimizing cv.err |
lamhat.1se |
largest lambda value with cv.err less than or equal to min(cv.err)+ SE |
folds |
Indices of folds used in cross-validation |
yhat |
n by nlam matrix of predicted values. Here, ith prediction is based on training on all folds that do not include the ith data point. |
nonzero |
Vector giving number of non-zero coefficients for each lambda value |
call |
The call to hierNet.cv |
Author(s)
Jacob Bien and Robert Tibshirani
References
Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.
See Also
hierNet,hierNet.path, hierNet.logistic,hierNet.logistic.path
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | set.seed(12)
x=matrix(rnorm(100*10),ncol=10)
x=scale(x,TRUE,TRUE)
y=x[,1]+2*x[,2]+ x[,1]*x[,2]+3*rnorm(100)
fit=hierNet.path(x,y)
fitcv=hierNet.cv(fit,x,y)
print(fitcv)
plot(fitcv)
x=matrix(rnorm(100*10),ncol=10)
x=scale(x,TRUE,TRUE)
y=x[,1]+2*x[,2]+ x[,1]*x[,2]+3*rnorm(100)
y=1*(y>0)
fit=hierNet.logistic.path(x,y)
fitcv=hierNet.cv(fit,x,y)
print(fitcv)
plot(fitcv)
|
Example output
i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 20 iterations.
i,lam= 3 79.89
GG converged in 26 iterations.
i,lam= 4 62.69
GG converged in 26 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 48 iterations.
i,lam= 7 30.3
GG converged in 57 iterations.
i,lam= 8 23.78
GG converged in 62 iterations.
i,lam= 9 18.66
GG converged in 55 iterations.
i,lam= 10 14.64
GG converged in 63 iterations.
i,lam= 11 11.49
GG converged in 60 iterations.
i,lam= 12 9.02
GG converged in 119 iterations.
i,lam= 13 7.08
GG converged in 122 iterations.
i,lam= 14 5.55
GG converged in 139 iterations.
i,lam= 15 4.36
GG converged in 147 iterations.
i,lam= 16 3.42
GG converged in 200 iterations.
i,lam= 17 2.68
GG converged in 374 iterations.
i,lam= 18 2.11
GG converged in 291 iterations.
i,lam= 19 1.65
GG converged in 602 iterations.
i,lam= 20 1.3
GG converged in 657 iterations.
Fold 1 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 21 iterations.
i,lam= 3 79.89
GG converged in 25 iterations.
i,lam= 4 62.69
GG converged in 25 iterations.
i,lam= 5 49.2
GG converged in 50 iterations.
i,lam= 6 38.61
GG converged in 64 iterations.
i,lam= 7 30.3
GG converged in 95 iterations.
i,lam= 8 23.78
GG converged in 114 iterations.
i,lam= 9 18.66
GG converged in 144 iterations.
i,lam= 10 14.64
GG converged in 144 iterations.
i,lam= 11 11.49
GG converged in 79 iterations.
i,lam= 12 9.02
GG converged in 133 iterations.
i,lam= 13 7.08
GG converged in 162 iterations.
i,lam= 14 5.55
GG converged in 156 iterations.
i,lam= 15 4.36
GG converged in 151 iterations.
i,lam= 16 3.42
GG converged in 166 iterations.
i,lam= 17 2.68
GG converged in 245 iterations.
i,lam= 18 2.11
GG converged in 307 iterations.
i,lam= 19 1.65
GG converged in 485 iterations.
i,lam= 20 1.3
GG converged in 807 iterations.
Fold 2 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 22 iterations.
i,lam= 3 79.89
GG converged in 22 iterations.
i,lam= 4 62.69
GG converged in 27 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 48 iterations.
i,lam= 7 30.3
GG converged in 44 iterations.
i,lam= 8 23.78
GG converged in 55 iterations.
i,lam= 9 18.66
GG converged in 62 iterations.
i,lam= 10 14.64
GG converged in 51 iterations.
i,lam= 11 11.49
GG converged in 60 iterations.
i,lam= 12 9.02
GG converged in 86 iterations.
i,lam= 13 7.08
GG converged in 134 iterations.
i,lam= 14 5.55
GG converged in 122 iterations.
i,lam= 15 4.36
GG converged in 222 iterations.
i,lam= 16 3.42
GG converged in 402 iterations.
i,lam= 17 2.68
GG converged in 272 iterations.
i,lam= 18 2.11
GG converged in 345 iterations.
i,lam= 19 1.65
GG converged in 630 iterations.
i,lam= 20 1.3
GG converged in 700 iterations.
Fold 3 :i,lam= 1 129.72
GG converged in 7 iterations.
i,lam= 2 101.8
GG converged in 10 iterations.
i,lam= 3 79.89
GG converged in 16 iterations.
i,lam= 4 62.69
GG converged in 16 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 26 iterations.
i,lam= 7 30.3
GG converged in 33 iterations.
i,lam= 8 23.78
GG converged in 44 iterations.
i,lam= 9 18.66
GG converged in 46 iterations.
i,lam= 10 14.64
GG converged in 91 iterations.
i,lam= 11 11.49
GG converged in 103 iterations.
i,lam= 12 9.02
GG converged in 139 iterations.
i,lam= 13 7.08
GG converged in 181 iterations.
i,lam= 14 5.55
GG converged in 232 iterations.
i,lam= 15 4.36
GG converged in 211 iterations.
i,lam= 16 3.42
GG converged in 293 iterations.
i,lam= 17 2.68
GG converged in 335 iterations.
i,lam= 18 2.11
GG converged in 491 iterations.
i,lam= 19 1.65
GG converged in 667 iterations.
i,lam= 20 1.3
GG converged in 878 iterations.
Fold 4 :i,lam= 1 129.72
GG converged in 9 iterations.
i,lam= 2 101.8
GG converged in 10 iterations.
i,lam= 3 79.89
GG converged in 38 iterations.
i,lam= 4 62.69
GG converged in 41 iterations.
i,lam= 5 49.2
GG converged in 35 iterations.
i,lam= 6 38.61
GG converged in 37 iterations.
i,lam= 7 30.3
GG converged in 48 iterations.
i,lam= 8 23.78
GG converged in 66 iterations.
i,lam= 9 18.66
GG converged in 76 iterations.
i,lam= 10 14.64
GG converged in 67 iterations.
i,lam= 11 11.49
GG converged in 82 iterations.
i,lam= 12 9.02
GG converged in 90 iterations.
i,lam= 13 7.08
GG converged in 132 iterations.
i,lam= 14 5.55
GG converged in 169 iterations.
i,lam= 15 4.36
GG converged in 176 iterations.
i,lam= 16 3.42
GG converged in 168 iterations.
i,lam= 17 2.68
GG converged in 183 iterations.
i,lam= 18 2.11
GG converged in 229 iterations.
i,lam= 19 1.65
GG converged in 377 iterations.
i,lam= 20 1.3
GG converged in 573 iterations.
Fold 5 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 19 iterations.
i,lam= 3 79.89
GG converged in 23 iterations.
i,lam= 4 62.69
GG converged in 27 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 27 iterations.
i,lam= 7 30.3
GG converged in 60 iterations.
i,lam= 8 23.78
GG converged in 78 iterations.
i,lam= 9 18.66
GG converged in 45 iterations.
i,lam= 10 14.64
GG converged in 79 iterations.
i,lam= 11 11.49
GG converged in 64 iterations.
i,lam= 12 9.02
GG converged in 297 iterations.
i,lam= 13 7.08
GG converged in 124 iterations.
i,lam= 14 5.55
GG converged in 138 iterations.
i,lam= 15 4.36
GG converged in 277 iterations.
i,lam= 16 3.42
GG converged in 222 iterations.
i,lam= 17 2.68
GG converged in 298 iterations.
i,lam= 18 2.11
GG converged in 308 iterations.
i,lam= 19 1.65
GG converged in 392 iterations.
i,lam= 20 1.3
GG converged in 495 iterations.
Fold 6 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 21 iterations.
i,lam= 3 79.89
GG converged in 25 iterations.
i,lam= 4 62.69
GG converged in 25 iterations.
i,lam= 5 49.2
GG converged in 24 iterations.
i,lam= 6 38.61
GG converged in 47 iterations.
i,lam= 7 30.3
GG converged in 34 iterations.
i,lam= 8 23.78
GG converged in 49 iterations.
i,lam= 9 18.66
GG converged in 59 iterations.
i,lam= 10 14.64
GG converged in 186 iterations.
i,lam= 11 11.49
GG converged in 193 iterations.
i,lam= 12 9.02
GG converged in 131 iterations.
i,lam= 13 7.08
GG converged in 151 iterations.
i,lam= 14 5.55
GG converged in 210 iterations.
i,lam= 15 4.36
GG converged in 150 iterations.
i,lam= 16 3.42
GG converged in 200 iterations.
i,lam= 17 2.68
GG converged in 274 iterations.
i,lam= 18 2.11
GG converged in 446 iterations.
i,lam= 19 1.65
GG converged in 528 iterations.
i,lam= 20 1.3
GG converged in 681 iterations.
Fold 7 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 20 iterations.
i,lam= 3 79.89
GG converged in 24 iterations.
i,lam= 4 62.69
GG converged in 29 iterations.
i,lam= 5 49.2
GG converged in 28 iterations.
i,lam= 6 38.61
GG converged in 30 iterations.
i,lam= 7 30.3
GG converged in 29 iterations.
i,lam= 8 23.78
GG converged in 89 iterations.
i,lam= 9 18.66
GG converged in 78 iterations.
i,lam= 10 14.64
GG converged in 131 iterations.
i,lam= 11 11.49
GG converged in 82 iterations.
i,lam= 12 9.02
GG converged in 187 iterations.
i,lam= 13 7.08
GG converged in 258 iterations.
i,lam= 14 5.55
GG converged in 142 iterations.
i,lam= 15 4.36
GG converged in 323 iterations.
i,lam= 16 3.42
GG converged in 387 iterations.
i,lam= 17 2.68
GG converged in 462 iterations.
i,lam= 18 2.11
GG converged in 490 iterations.
i,lam= 19 1.65
GG converged in 655 iterations.
i,lam= 20 1.3
GG converged in 626 iterations.
Fold 8 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 17 iterations.
i,lam= 3 79.89
GG converged in 23 iterations.
i,lam= 4 62.69
GG converged in 23 iterations.
i,lam= 5 49.2
GG converged in 25 iterations.
i,lam= 6 38.61
GG converged in 28 iterations.
i,lam= 7 30.3
GG converged in 51 iterations.
i,lam= 8 23.78
GG converged in 28 iterations.
i,lam= 9 18.66
GG converged in 69 iterations.
i,lam= 10 14.64
GG converged in 78 iterations.
i,lam= 11 11.49
GG converged in 77 iterations.
i,lam= 12 9.02
GG converged in 157 iterations.
i,lam= 13 7.08
GG converged in 124 iterations.
i,lam= 14 5.55
GG converged in 127 iterations.
i,lam= 15 4.36
GG converged in 175 iterations.
i,lam= 16 3.42
GG converged in 258 iterations.
i,lam= 17 2.68
GG converged in 263 iterations.
i,lam= 18 2.11
GG converged in 292 iterations.
i,lam= 19 1.65
GG converged in 347 iterations.
i,lam= 20 1.3
GG converged in 419 iterations.
Fold 9 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 17 iterations.
i,lam= 3 79.89
GG converged in 22 iterations.
i,lam= 4 62.69
GG converged in 23 iterations.
i,lam= 5 49.2
GG converged in 23 iterations.
i,lam= 6 38.61
GG converged in 57 iterations.
i,lam= 7 30.3
GG converged in 60 iterations.
i,lam= 8 23.78
GG converged in 25 iterations.
i,lam= 9 18.66
GG converged in 55 iterations.
i,lam= 10 14.64
GG converged in 65 iterations.
i,lam= 11 11.49
GG converged in 114 iterations.
i,lam= 12 9.02
GG converged in 162 iterations.
i,lam= 13 7.08
GG converged in 164 iterations.
i,lam= 14 5.55
GG converged in 198 iterations.
i,lam= 15 4.36
GG converged in 212 iterations.
i,lam= 16 3.42
GG converged in 195 iterations.
i,lam= 17 2.68
GG converged in 239 iterations.
i,lam= 18 2.11
GG converged in 417 iterations.
i,lam= 19 1.65
GG converged in 610 iterations.
i,lam= 20 1.3
GG converged in 903 iterations.
Fold 10 :i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 23 iterations.
i,lam= 3 79.89
GG converged in 27 iterations.
i,lam= 4 62.69
GG converged in 29 iterations.
i,lam= 5 49.2
GG converged in 43 iterations.
i,lam= 6 38.61
GG converged in 60 iterations.
i,lam= 7 30.3
GG converged in 56 iterations.
i,lam= 8 23.78
GG converged in 45 iterations.
i,lam= 9 18.66
GG converged in 82 iterations.
i,lam= 10 14.64
GG converged in 86 iterations.
i,lam= 11 11.49
GG converged in 83 iterations.
i,lam= 12 9.02
GG converged in 105 iterations.
i,lam= 13 7.08
GG converged in 120 iterations.
i,lam= 14 5.55
GG converged in 123 iterations.
i,lam= 15 4.36
GG converged in 201 iterations.
i,lam= 16 3.42
GG converged in 211 iterations.
i,lam= 17 2.68
GG converged in 323 iterations.
i,lam= 18 2.11
GG converged in 412 iterations.
i,lam= 19 1.65
GG converged in 506 iterations.
i,lam= 20 1.3
GG converged in 572 iterations.
Call:
hierNet.cv(fit = fit, x = x, y = y)
Lambda Number of nonzero Mean CV error SE
[1,] 129.72 1 12.49 1.27
[2,] 101.80 2 12.14 1.22
[3,] 79.89 6 10.96 1.04
[4,] 62.69 6 10.11 0.89
[5,] 49.20 6 9.51 0.78
[6,] 38.61 13 9.37 0.70
[7,] 30.30 15 9.48 0.70
[8,] 23.78 19 9.62 0.74
[9,] 18.66 19 9.75 0.79
[10,] 14.64 21 9.65 0.77
[11,] 11.49 23 9.77 0.82
[12,] 9.02 30 10.08 0.89
[13,] 7.08 33 10.40 1.01
[14,] 5.55 34 10.97 1.20
[15,] 4.36 36 12.18 1.55
[16,] 3.42 40 13.86 2.07
[17,] 2.68 43 16.00 2.71
[18,] 2.11 44 18.58 3.46
[19,] 1.65 52 21.57 4.50
[20,] 1.30 55 24.70 5.56
lamhat= 38.61 lamhat.1se= 49.2
i,lam= 1 19.67
GG converged in 7 iterations.
i,lam= 2 15.44
GG converged in 21 iterations.
i,lam= 3 12.12
GG converged in 26 iterations.
i,lam= 4 9.51
GG converged in 26 iterations.
i,lam= 5 7.46
GG converged in 23 iterations.
i,lam= 6 5.86
GG converged in 28 iterations.
i,lam= 7 4.6
GG converged in 23 iterations.
i,lam= 8 3.61
GG converged in 43 iterations.
i,lam= 9 2.83
GG converged in 85 iterations.
i,lam= 10 2.22
GG converged in 87 iterations.
i,lam= 11 1.74
GG converged in 162 iterations.
i,lam= 12 1.37
GG converged in 176 iterations.
i,lam= 13 1.07
GG converged in 182 iterations.
i,lam= 14 0.84
GG converged in 221 iterations.
i,lam= 15 0.66
GG converged in 361 iterations.
i,lam= 16 0.52
GG converged in 342 iterations.
i,lam= 17 0.41
GG converged in 473 iterations.
i,lam= 18 0.32
GG converged in 613 iterations.
i,lam= 19 0.25
GG converged in 559 iterations.
i,lam= 20 0.2
GG converged in 775 iterations.
Fold 1 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 23 iterations.
i,lam= 3 12.12
GG converged in 16 iterations.
i,lam= 4 9.51
GG converged in 23 iterations.
i,lam= 5 7.46
GG converged in 17 iterations.
i,lam= 6 5.86
GG converged in 24 iterations.
i,lam= 7 4.6
GG converged in 24 iterations.
i,lam= 8 3.61
GG converged in 18 iterations.
i,lam= 9 2.83
GG converged in 25 iterations.
i,lam= 10 2.22
GG converged in 32 iterations.
i,lam= 11 1.74
GG converged in 72 iterations.
i,lam= 12 1.37
GG converged in 116 iterations.
i,lam= 13 1.07
GG converged in 164 iterations.
i,lam= 14 0.84
GG converged in 181 iterations.
i,lam= 15 0.66
GG converged in 315 iterations.
i,lam= 16 0.52
GG converged in 388 iterations.
i,lam= 17 0.41
GG converged in 356 iterations.
i,lam= 18 0.32
GG converged in 486 iterations.
i,lam= 19 0.25
GG converged in 469 iterations.
i,lam= 20 0.2
GG converged in 548 iterations.
Fold 2 :i,lam= 1 19.67
GG converged in 30 iterations.
i,lam= 2 15.44
GG converged in 11 iterations.
i,lam= 3 12.12
GG converged in 27 iterations.
i,lam= 4 9.51
GG converged in 29 iterations.
i,lam= 5 7.46
GG converged in 18 iterations.
i,lam= 6 5.86
GG converged in 31 iterations.
i,lam= 7 4.6
GG converged in 33 iterations.
i,lam= 8 3.61
GG converged in 90 iterations.
i,lam= 9 2.83
GG converged in 27 iterations.
i,lam= 10 2.22
GG converged in 32 iterations.
i,lam= 11 1.74
GG converged in 49 iterations.
i,lam= 12 1.37
GG converged in 106 iterations.
i,lam= 13 1.07
GG converged in 142 iterations.
i,lam= 14 0.84
GG converged in 169 iterations.
i,lam= 15 0.66
GG converged in 225 iterations.
i,lam= 16 0.52
GG converged in 269 iterations.
i,lam= 17 0.41
GG converged in 231 iterations.
i,lam= 18 0.32
GG converged in 346 iterations.
i,lam= 19 0.25
GG converged in 597 iterations.
i,lam= 20 0.2
GG converged in 631 iterations.
Fold 3 :i,lam= 1 19.67
GG converged in 30 iterations.
i,lam= 2 15.44
GG converged in 10 iterations.
i,lam= 3 12.12
GG converged in 15 iterations.
i,lam= 4 9.51
GG converged in 19 iterations.
i,lam= 5 7.46
GG converged in 18 iterations.
i,lam= 6 5.86
GG converged in 23 iterations.
i,lam= 7 4.6
GG converged in 20 iterations.
i,lam= 8 3.61
GG converged in 17 iterations.
i,lam= 9 2.83
GG converged in 36 iterations.
i,lam= 10 2.22
GG converged in 46 iterations.
i,lam= 11 1.74
GG converged in 91 iterations.
i,lam= 12 1.37
GG converged in 142 iterations.
i,lam= 13 1.07
GG converged in 171 iterations.
i,lam= 14 0.84
GG converged in 237 iterations.
i,lam= 15 0.66
GG converged in 412 iterations.
i,lam= 16 0.52
GG converged in 381 iterations.
i,lam= 17 0.41
GG converged in 570 iterations.
i,lam= 18 0.32
GG converged in 508 iterations.
i,lam= 19 0.25
GG converged in 483 iterations.
i,lam= 20 0.2
GG converged in 493 iterations.
Fold 4 :i,lam= 1 19.67
GG converged in 22 iterations.
i,lam= 2 15.44
GG converged in 7 iterations.
i,lam= 3 12.12
GG converged in 18 iterations.
i,lam= 4 9.51
GG converged in 33 iterations.
i,lam= 5 7.46
GG converged in 35 iterations.
i,lam= 6 5.86
GG converged in 42 iterations.
i,lam= 7 4.6
GG converged in 67 iterations.
i,lam= 8 3.61
GG converged in 47 iterations.
i,lam= 9 2.83
GG converged in 45 iterations.
i,lam= 10 2.22
GG converged in 51 iterations.
i,lam= 11 1.74
GG converged in 27 iterations.
i,lam= 12 1.37
GG converged in 77 iterations.
i,lam= 13 1.07
GG converged in 179 iterations.
i,lam= 14 0.84
GG converged in 196 iterations.
i,lam= 15 0.66
GG converged in 328 iterations.
i,lam= 16 0.52
GG converged in 306 iterations.
i,lam= 17 0.41
GG converged in 554 iterations.
i,lam= 18 0.32
GG converged in 745 iterations.
i,lam= 19 0.25
GG converged in 611 iterations.
i,lam= 20 0.2
GG converged in 825 iterations.
Fold 5 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 14 iterations.
i,lam= 3 12.12
GG converged in 13 iterations.
i,lam= 4 9.51
GG converged in 30 iterations.
i,lam= 5 7.46
GG converged in 32 iterations.
i,lam= 6 5.86
GG converged in 37 iterations.
i,lam= 7 4.6
GG converged in 37 iterations.
i,lam= 8 3.61
GG converged in 42 iterations.
i,lam= 9 2.83
GG converged in 52 iterations.
i,lam= 10 2.22
GG converged in 60 iterations.
i,lam= 11 1.74
GG converged in 45 iterations.
i,lam= 12 1.37
GG converged in 156 iterations.
i,lam= 13 1.07
GG converged in 332 iterations.
i,lam= 14 0.84
GG converged in 160 iterations.
i,lam= 15 0.66
GG converged in 205 iterations.
i,lam= 16 0.52
GG converged in 511 iterations.
i,lam= 17 0.41
GG converged in 430 iterations.
i,lam= 18 0.32
GG converged in 591 iterations.
i,lam= 19 0.25
GG converged in 650 iterations.
i,lam= 20 0.2
GG converged in 585 iterations.
Fold 6 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 19 iterations.
i,lam= 3 12.12
GG converged in 21 iterations.
i,lam= 4 9.51
GG converged in 24 iterations.
i,lam= 5 7.46
GG converged in 23 iterations.
i,lam= 6 5.86
GG converged in 25 iterations.
i,lam= 7 4.6
GG converged in 22 iterations.
i,lam= 8 3.61
GG converged in 28 iterations.
i,lam= 9 2.83
GG converged in 32 iterations.
i,lam= 10 2.22
GG converged in 43 iterations.
i,lam= 11 1.74
GG converged in 86 iterations.
i,lam= 12 1.37
GG converged in 121 iterations.
i,lam= 13 1.07
GG converged in 135 iterations.
i,lam= 14 0.84
GG converged in 127 iterations.
i,lam= 15 0.66
GG converged in 221 iterations.
i,lam= 16 0.52
GG converged in 249 iterations.
i,lam= 17 0.41
GG converged in 595 iterations.
i,lam= 18 0.32
GG converged in 392 iterations.
i,lam= 19 0.25
GG converged in 495 iterations.
i,lam= 20 0.2
GG converged in 389 iterations.
Fold 7 :i,lam= 1 19.67
GG converged in 32 iterations.
i,lam= 2 15.44
GG converged in 14 iterations.
i,lam= 3 12.12
GG converged in 27 iterations.
i,lam= 4 9.51
GG converged in 30 iterations.
i,lam= 5 7.46
GG converged in 30 iterations.
i,lam= 6 5.86
GG converged in 32 iterations.
i,lam= 7 4.6
GG converged in 32 iterations.
i,lam= 8 3.61
GG converged in 48 iterations.
i,lam= 9 2.83
GG converged in 42 iterations.
i,lam= 10 2.22
GG converged in 27 iterations.
i,lam= 11 1.74
GG converged in 28 iterations.
i,lam= 12 1.37
GG converged in 56 iterations.
i,lam= 13 1.07
GG converged in 122 iterations.
i,lam= 14 0.84
GG converged in 133 iterations.
i,lam= 15 0.66
GG converged in 142 iterations.
i,lam= 16 0.52
GG converged in 183 iterations.
i,lam= 17 0.41
GG converged in 227 iterations.
i,lam= 18 0.32
GG converged in 231 iterations.
i,lam= 19 0.25
GG converged in 292 iterations.
i,lam= 20 0.2
GG converged in 418 iterations.
Fold 8 :i,lam= 1 19.67
GG converged in 25 iterations.
i,lam= 2 15.44
GG converged in 18 iterations.
i,lam= 3 12.12
GG converged in 28 iterations.
i,lam= 4 9.51
GG converged in 31 iterations.
i,lam= 5 7.46
GG converged in 19 iterations.
i,lam= 6 5.86
GG converged in 23 iterations.
i,lam= 7 4.6
GG converged in 28 iterations.
i,lam= 8 3.61
GG converged in 41 iterations.
i,lam= 9 2.83
GG converged in 110 iterations.
i,lam= 10 2.22
GG converged in 128 iterations.
i,lam= 11 1.74
GG converged in 132 iterations.
i,lam= 12 1.37
GG converged in 99 iterations.
i,lam= 13 1.07
GG converged in 247 iterations.
i,lam= 14 0.84
GG converged in 194 iterations.
i,lam= 15 0.66
GG converged in 318 iterations.
i,lam= 16 0.52
GG converged in 432 iterations.
i,lam= 17 0.41
GG converged in 607 iterations.
i,lam= 18 0.32
GG converged in 435 iterations.
i,lam= 19 0.25
GG converged in 475 iterations.
i,lam= 20 0.2
GG converged in 538 iterations.
Fold 9 :i,lam= 1 19.67
GG converged in 32 iterations.
i,lam= 2 15.44
GG converged in 7 iterations.
i,lam= 3 12.12
GG converged in 26 iterations.
i,lam= 4 9.51
GG converged in 27 iterations.
i,lam= 5 7.46
GG converged in 19 iterations.
i,lam= 6 5.86
GG converged in 52 iterations.
i,lam= 7 4.6
GG converged in 85 iterations.
i,lam= 8 3.61
GG converged in 41 iterations.
i,lam= 9 2.83
GG converged in 65 iterations.
i,lam= 10 2.22
GG converged in 53 iterations.
i,lam= 11 1.74
GG converged in 71 iterations.
i,lam= 12 1.37
GG converged in 94 iterations.
i,lam= 13 1.07
GG converged in 64 iterations.
i,lam= 14 0.84
GG converged in 199 iterations.
i,lam= 15 0.66
GG converged in 146 iterations.
i,lam= 16 0.52
GG converged in 186 iterations.
i,lam= 17 0.41
GG converged in 302 iterations.
i,lam= 18 0.32
GG converged in 413 iterations.
i,lam= 19 0.25
GG converged in 254 iterations.
i,lam= 20 0.2
GG converged in 360 iterations.
Fold 10 :i,lam= 1 19.67
GG converged in 28 iterations.
i,lam= 2 15.44
GG converged in 6 iterations.
i,lam= 3 12.12
GG converged in 28 iterations.
i,lam= 4 9.51
GG converged in 32 iterations.
i,lam= 5 7.46
GG converged in 15 iterations.
i,lam= 6 5.86
GG converged in 26 iterations.
i,lam= 7 4.6
GG converged in 27 iterations.
i,lam= 8 3.61
GG converged in 36 iterations.
i,lam= 9 2.83
GG converged in 44 iterations.
i,lam= 10 2.22
GG converged in 65 iterations.
i,lam= 11 1.74
GG converged in 79 iterations.
i,lam= 12 1.37
GG converged in 126 iterations.
i,lam= 13 1.07
GG converged in 252 iterations.
i,lam= 14 0.84
GG converged in 245 iterations.
i,lam= 15 0.66
GG converged in 277 iterations.
i,lam= 16 0.52
GG converged in 324 iterations.
i,lam= 17 0.41
GG converged in 245 iterations.
i,lam= 18 0.32
GG converged in 282 iterations.
i,lam= 19 0.25
GG converged in 319 iterations.
i,lam= 20 0.2
GG converged in 589 iterations.
Call:
hierNet.cv(fit = fit, x = x, y = y)
Lambda Number of nonzero Mean CV error SE
[1,] 19.67 1 0.47 0.03
[2,] 15.44 2 0.48 0.04
[3,] 12.12 2 0.36 0.05
[4,] 9.51 2 0.33 0.05
[5,] 7.46 5 0.33 0.04
[6,] 5.86 6 0.36 0.03
[7,] 4.60 10 0.42 0.03
[8,] 3.61 13 0.42 0.03
[9,] 2.83 17 0.42 0.04
[10,] 2.22 19 0.46 0.04
[11,] 1.74 24 0.49 0.04
[12,] 1.37 27 0.49 0.05
[13,] 1.07 30 0.48 0.05
[14,] 0.84 33 0.48 0.05
[15,] 0.66 36 0.48 0.06
[16,] 0.52 35 0.49 0.06
[17,] 0.41 37 0.48 0.06
[18,] 0.32 43 0.50 0.05
[19,] 0.25 44 0.53 0.04
[20,] 0.20 51 0.54 0.04
lamhat= 9.51 lamhat.1se= 12.12
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