AlternateLasso: Alternate Lasso Feature Selection

In katokohaku/AlternateLassoR:

Description

R package for the alternate features search proposed in the following paper. S. Hara, T. Maehara, Finding Alternate Features in Lasso, arXiv:1611.05940, 2016. Complete and original Python code is available from https://github.com/sato9hara/LassoVariants

Usage

AlternateLasso(X, y, model = NULL, rho = 0.1, featurename = NULL,
  verbose = TRUE, ...)

## S3 method for class 'AlternateLasso'
plot(obj, ...)

## S3 method for class 'AlternateLasso'
print(obj)

## S3 method for class 'AlternateLasso'
summary(obj)

Arguments

X	[matrix] Desgin matrix
y	[vector] Response valuables
model	glmnet class object.
rho	[numeric] Cut-off value. See lambda of glmnet
featurename	[character vector] If NULL, set colnames(X)
verbose	Show message during fit. default is TRUE.
...	Other options path to pforeach
obj	"AlternateLasso" class object.
...	adjuster options path to networkD3::sankeyNetwork.
obj	"AlternateLasso" class object.

Value

"AlternateLasso" class object. A list of original model and alternative features.

katokohaku/AlternateLassoR documentation built on May 15, 2019, 1:16 p.m.