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Setup hyperparameters for GLMNET training.

Usage

setup_GLMNET(
  alpha = 1,
  family = NULL,
  offset = NULL,
  which_lambda_cv = "lambda.1se",
  nlambda = 100L,
  lambda = NULL,
  penalty_factor = NULL,
  standardize = TRUE,
  intercept = TRUE,
  ifw = TRUE
)

Arguments

alpha

(Tunable) Numeric: Mixing parameter.

family

Character: Family for GLMNET.

offset

Numeric: Offset for GLMNET.

which_lambda_cv

Character: Which lambda to use for prediction: "lambda.1se" or "lambda.min"

nlambda

Positive integer: Number of lambda values.

lambda

Numeric: Lambda values.

penalty_factor

Numeric: Penalty factor for each feature.

standardize

Logical: If TRUE, standardize features.

intercept

Logical: If TRUE, include intercept.

ifw

Logical: If TRUE, use Inverse Frequency Weighting in classification.

Value

GLMNETHyperparameters object.

Details

Get more information from glmnet::glmnet.

Author

EDG

Examples

glm_hyperparams <- setup_GLMNET(alpha = 1, ifw = TRUE)
glm_hyperparams
#> <GLMNETHyperparameters>
#>         hyperparameters: 
#>                                    alpha: <nmr> 1.00
#>                                   family: <NUL> NULL
#>                                   offset: <NUL> NULL
#>                          which_lambda_cv: <chr> lambda.1se
#>                                  nlambda: <int> 100
#>                                   lambda: <NUL> NULL
#>                           penalty_factor: <NUL> NULL
#>                              standardize: <lgc> TRUE
#>                                intercept: <lgc> TRUE
#>                                      ifw: <lgc> TRUE
#> tunable_hyperparameters: <chr> alpha, ifw
#>   fixed_hyperparameters: <chr> family, offset, which_lambda_cv, nlambda, penalty_factor, standardize, intercept
#>                   tuned: <int> 0
#>               resampled: <int> 0
#>               n_workers: <int> 1
#> 
#>   Hyperparameter lambda needs tuning.