[R] glmpath: how to choose best lambda
Tirthadeep
sabya231 at gmail.com
Sun Sep 23 20:19:02 CEST 2007
Hi all,
I am using glampath package for L1 regularized logistic regression. I have
read the article " L1 regularization path algorithm for GLM" by park and
Hastie (2006). One thing I can't understand that how to find best lambda for
my prediction. I want to use that lambda for the prediction not the entire
set.
thanks.
--
View this message in context: http://www.nabble.com/glmpath%3A-how-to-choose-best-lambda-tf4505338.html#a12849013
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list