lasso.control {KLexp} | R Documentation |
The same function from glmnet, which controls the training of lasso.
lasso.control(nfolds = 10, trace.it = 1, type.measure = "auc")
nfolds |
n-fold cross-validation. |
trace.it |
Whether to plot the training process |
type.measure |
Choose the loss funcrion. |
Will return the lasso training setting
Zongrui Dai
https://github.com/Zongrui-Dai/Kernel-lasso-feature-expansion
##10-fold Cross-validation with MSE as loss function
c<-lasso.control(nfolds=10,type.measure='mse')