group.lasso.eval.parameters: Group lasso cross validation

Description Usage Arguments Value See Also

Description

Using the spams toolbox to run group lasso at various parameters to identify parameter combination with best test auc.

Usage

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group.lasso.eval.parameters(train.features, train.labels, test.features,
  test.labels, groups, lambdas = c(0.01, 0.005, 0.001, 5e-04, 1e-04),
  no.cores = 1)

Arguments

train.features

Training feature matrix

train.labels

Training labels (Should be +1/-1)

test.features

Test feature matrix

test.labels

Test labels (Should be +1/-1)

groups

Feature assignment to groups. Each feature should belong to exactly one group

lambdas

Vector of regularization parameters

no.cores

Number of cores for parallel processing

Value

List containing lambdas and a matrix of test aucs named auc.matrix

See Also

run.group.lasso


ManuSetty/SeqGL documentation built on May 7, 2019, 2:46 p.m.