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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 = FALSE
)

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.

Details

Get more information from glmnet::glmnet.

Author

EDG