[R] Feature selection via glmnet package (LASSO)
Lai Jiang
laj773 at mail.usask.ca
Sat Jul 31 04:06:30 CEST 2010
Hello,
I'm trying to select features of cetain numbers(like 100 out of 1000) via
LASSO, based on multinomial model, however, it seems the glmnet package
provides a very sparse estimation of coefficients(most of coefficients are
0), which selects very few number of variables, like only 10, based on my
easy dataset.
I try to connect the choice of lambda to the selecting numbers, but it seems
the choice is close to 0 and very sensitive.
Can someone help me or point me to another package to do that?
Thanks.
Lai
More information about the R-help
mailing list