[R] Choosing glmnet lambda values via caret

[Yang Zhang]

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.

On Thu, Feb 9, 2012 at 7:15 PM, Max Kuhn <mxkuhn at gmail.com> wrote:
> 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/
>>
>> ______________________________________________
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>> 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/