lasso.select.feature: Feature selection by lasso

View source: R/FeatureSelection.R

lasso.select.featureR Documentation

Feature selection by lasso

Description

Feature selection by lasso

Usage

lasso.select.feature(
  data.matrix,
  label,
  folds = 5,
  seed = 666,
  family = "binomial",
  type.measure = "auc",
  s = NULL,
  scale = TRUE
)

Arguments

data.matrix

Row is sample

family

Default binomial. Should be one of “gaussian”, “binomial”, “poisson”, “multinomial”, “cox”, “mgaussian”

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.

s

Defalut is lambda.min. User can specify

scale

Default TRUE


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