glasp_cox | R Documentation |
parsnip interface for GLASP - Cox Models
glasp_cox( mode = "classification", l1 = NULL, l2 = NULL, frob = NULL, num_comp = NULL )
mode |
A single character string for the type of model. |
l1 |
Regularization in norm l1 (lasso) |
l2 |
Regularization in norm l2 (ridge) |
frob |
Regularization in Frobenius norm. It is unique to glasp and controls the importance of the clustering on the variables. If frob=0, we want to fit a model equivalent to elastic-net, without clustering. If frob > l1+l2 means that we are more interested on the feature clustering than the variable selection. If frob > 1 we are more interested on finding clusters than on getting a linear model with good predictive power. |
num_comp |
Maximum number of clusters to search. |
A glasp_cox
parsnip model
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