penalty.par.val |
character or numeric. Value of the penalty parameter
\lambda to be employed for selecting the final ensemble. The default
"lambda.min" employs the \lambda value within 1 standard
error of the minimum cross-validated error. Alternatively,
"lambda.min" may be specified, to employ the \lambda value
with minimum cross-validated error, or a numeric value >0 may be
specified, with higher values yielding a sparser ensemble. To evaluate the
trade-off between accuracy and sparsity of the final ensemble, inspect
pre_object$glmnet.fit and plot(pre_object$glmnet.fit) .
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