mxRegularizeElasticNet: MxRegularizeElasticNet

In trbrick/mxregsem: Regularization of models in OpenMx

Description

Elastic net regularization

Usage

mxRegularizeElasticNet(
  what,
  name,
  alpha = 0,
  alpha.step = 0.1,
  alpha.max = 1,
  lambda = 0,
  lambda.step = 0.1,
  lambda.max = 0.4,
  alpha.min = NA,
  lambda.min = NA
)

Arguments

what	A list of parameters to regularize
name	Name of the regularizer object
alpha	strength of the mixing parameter to be applied at start (default 0.5). Note that 0 indicates a ridge regression with penalty lambda / 2 , and 1 indicates a LASSO regression with penalty lambda.
alpha.step	alpha step during penalty search (default 0.1)
alpha.max	when to end the alpha search (default 1)
lambda	strength of the penalty to be applied at starting values (default 0)
lambda.step	step function for lambda step (default .01)
lambda.max	end of lambda range (default .4)
alpha.min	beginning of the alpha range (default 0)
lambda.min	beginning of the lambda range (default lambda)

Details

Applies elastic net regularization. Elastic net is a weighted combination of ridge and LASSO penalties.

trbrick/mxregsem documentation built on Nov. 18, 2020, 7:30 p.m.