[R] Choosing glmnet lambda values via caret

Yang Zhang yanghatespam at gmail.com
Fri Feb 10 01:00:22 CET 2012


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/



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