View source: R/sparse_regression.R
sparse_regression | R Documentation |
Sparse regression model
sparse_regression(
x,
y,
cross_validation = FALSE,
seed = 1,
penalty = "L0",
algorithm = "CD",
regulators_num = ncol(x),
n_folds = 10,
percent_samples = 1,
r_threshold = 0,
computation_method = "cor",
verbose = TRUE,
...
)
x |
The matrix of regulators. |
y |
The vector of target. |
cross_validation |
Logical value, default is |
seed |
The random seed for cross-validation, default is |
penalty |
The type of regularization, default is |
algorithm |
The type of algorithm used to minimize the objective function, default is |
regulators_num |
The number of non-zore coefficients, this value will affect the final performance. The maximum support size at which to terminate the regularization path. Recommend setting this to a small fraction of min(n,p) (e.g. 0.05 * min(n,p)) as L0 regularization typically selects a small portion of non-zeros. |
n_folds |
The number of folds for cross-validation, default is |
percent_samples |
The percent of all samples used for |
r_threshold |
Threshold of |
computation_method |
The method used to compute |
verbose |
Logical value, default is |
... |
Parameters for other methods. |
Coefficients
data("example_matrix")
sparse_regression(
example_matrix[, -1],
example_matrix[, 1]
)
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