Nothing
## ---- echo = FALSE-------------------------------------------------------
set.seed(150)
## ----results="hide"------------------------------------------------------
library(lsgl)
## ----eval = FALSE--------------------------------------------------------
# X <- # load design matrix (of size N x p)
# Y <- # load response matrix (of size N x K)
## ------------------------------------------------------------------------
data(AirlineTicketPrices)
dim(X)
dim(Y)
## ------------------------------------------------------------------------
idx <- sample(1:nrow(X), size = 50)
Xtest <- X[idx, ]
Ytest <- Y[idx, ]
X <- X[-idx, ]
Y <- Y[-idx, ]
## ------------------------------------------------------------------------
cl <- makeCluster(2)
registerDoParallel(cl)
# Do cross validation -- this may take some time
fit.cv <- lsgl::cv(X, Y, fold = 10, alpha = 0.5, lambda = 0.01, use_parallel = TRUE)
stopCluster(cl)
## ------------------------------------------------------------------------
fit.cv
## ------------------------------------------------------------------------
fit <- lsgl::fit(X, Y, alpha = 0.5, lambda = 0.01)
## ------------------------------------------------------------------------
fit
## ------------------------------------------------------------------------
features(fit)[[best_model(fit.cv)]][1:10] # Ten first non-zero features in best model
## ------------------------------------------------------------------------
image(parameters(fit)[[best_model(fit.cv)]])
## ------------------------------------------------------------------------
coef(fit, best_model(fit.cv))[,1:5] # First 5 non-zero parameters of best model
## ----eval = FALSE--------------------------------------------------------
# Xtest <- # load matrix with test data (of size M x p)
## ------------------------------------------------------------------------
res <- predict(fit, Xtest)
## ------------------------------------------------------------------------
image(Ytest, main = "Observed prices")
image(res$Yhat[[best_model(fit.cv)]], main = "Predicted prices")
## ------------------------------------------------------------------------
plot(Err(fit, Xtest, Ytest), xlab = "lambda index")
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