Regression.Sweep.PenReg.Config-class {EnsemblePenReg}

Class "Regression.Sweep.PenReg.Config"

Description

Configuration class for PenReg sweep operation

Objects from the Class

Objects can be created by calls of the form new("Regression.Sweep.PenReg.Config", ...).

Slots

n:

Object of class "OptionalNumeric", indicating, in this derived class, the maximum number of values of lambda's to produce predictions for.

alpha:

Object of class "numeric", indicating the relative strength of L1 (alpha=1.0) vs. L2 (alpha=0.0) penalty in penalized regression.

lambda:

Object of class "numeric", containing the values of shrinkage parameter to generate predictions for. During CV sweep, this parameter is determined in the first fold and passed on to the remaining folds.

Extends

Class "Regression.Sweep.Config", directly.

Methods

Regression.Sweep.Fit

signature(object = "Regression.Sweep.PenReg.Config"): ...

Author(s)

Mansour T.A. Sharabiani, Alireza S. Mahani