lasso.control {KLexp}

lasso.control

Description

The same function from glmnet, which controls the training of lasso.

Usage

lasso.control(nfolds = 10, trace.it = 1, type.measure = "auc")

Arguments

nfolds

n-fold cross-validation.

trace.it

Whether to plot the training process

type.measure

Choose the loss funcrion.

Value

Will return the lasso training setting

Author(s)

Zongrui Dai

Source

https://github.com/Zongrui-Dai/Kernel-lasso-feature-expansion

Examples

##10-fold Cross-validation with MSE as loss function
c<-lasso.control(nfolds=10,type.measure='mse')