fit cross-validated FGEM model and then fit a relaxed model (no L1 penalty) on the best
1 2 3 4 5 6 7 8 9 10 11 | cv_relax_fgem(
X,
BF,
log_BF = FALSE,
alpha = 0.95,
nlambda = 100,
lambda = NULL,
stratify_BF = TRUE,
v = 10,
...
)
|
X |
Feature matrix |
BF |
vector of bayes factors |
alpha |
alpha (as in glmnet). Alpha is the (scalar) proportion of 'lambda' applied to l1 penalization, while '1-alpha' is applied to l2 |
lambda |
vector of shrinkage parameters |
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