lasso.cv.select.feature: Perform multiple round lasso to select stable feature

View source: R/FeatureSelection.R

lasso.cv.select.featureR Documentation

Perform multiple round lasso to select stable feature

Description

Perform multiple round lasso to select stable feature

Usage

lasso.cv.select.feature(
  data.matrix,
  label,
  folds = 5,
  seed = 666,
  n = 100,
  family = "binomial",
  type.measure = "auc",
  cores = 50,
  scale = TRUE
)

Arguments

data.matrix

Row is sample

n

100

family

Default binomial

type.measure

Default auc. Can be class, auc, deviance, mae. “deviance” uses actual deviance. “mae” uses mean absolute error. “class” gives misclassification error. “auc” (for two-class logistic regression ONLY) gives area under the ROC curve.

cores

50

scale

Default TRUE


ProfessionalFarmer/loonR documentation built on Oct. 9, 2024, 9:56 p.m.