3 messages · Yang Zhang, Max Kuhn
Usually when using raw glmnet I let the implementation choose the lambdas. However when training via caret::train the lambda values are predetermined. Is there any way to have caret defer the lambda choices to caret::train and thus choose the optimal lambda dynamically?
Yang Zhang http://yz.mit.edu/
You can adjust the candidate set of tuning parameters via the tuneGrid argument in trian() and the process by which the optimal choice is made (via the 'selectionFunction' argument in trainControl()). Check out the package vignettes. The latest version also has an update.train() function that lets the user manually specify the tuning parameters after the call to train().
Usually when using raw glmnet I let the implementation choose the lambdas. ?However when training via caret::train the lambda values are predetermined. ?Is there any way to have caret defer the lambda choices to caret::train and thus choose the optimal lambda dynamically? -- Yang Zhang http://yz.mit.edu/
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Max
Yes, I know how to statically specify lambda choices. I was asking about whether there's a way to let glmnet guide that, instead of specifying it in advance. Again, sorry if I could've been more clear.
You can adjust the candidate set of tuning parameters via the tuneGrid argument in trian() and the process by which the optimal choice is made (via the 'selectionFunction' argument in trainControl()). Check out the package vignettes. The latest version also has an update.train() function that lets the user manually specify the tuning parameters after the call to train(). On Thu, Feb 9, 2012 at 7:00 PM, Yang Zhang <yanghatespam at gmail.com> wrote:
Usually when using raw glmnet I let the implementation choose the lambdas. ?However when training via caret::train the lambda values are predetermined. ?Is there any way to have caret defer the lambda choices to caret::train and thus choose the optimal lambda dynamically? -- Yang Zhang http://yz.mit.edu/
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
-- Max
Yang Zhang http://yz.mit.edu/