coef.L0Learn {L0Learn} | R Documentation |
Extract Solutions
Description
Extracts a specific solution in the regularization path.
Usage
## S3 method for class 'L0Learn'
coef(object, lambda = NULL, gamma = NULL, ...)
## S3 method for class 'L0LearnCV'
coef(object, lambda = NULL, gamma = NULL, ...)
Arguments
object |
The output of L0Learn.fit or L0Learn.cvfit |
lambda |
The value of lambda at which to extract the solution. |
gamma |
The value of gamma at which to extract the solution. |
... |
ignore |
Value
A sparse Matrix of class dgCMatrix
, which contains the model
coefficients. If both lambda and gamma are not supplied, then a matrix of
coefficients for all the solutions in the regularization path is returned.
If lambda is supplied but gamma is not, the smallest value of gamma is used.
Examples
# Generate synthetic data for this example
data <- GenSynthetic(n=100,p=20,k=10,seed=1)
X = data$X
y = data$y
# Fit an L0L2 Model with 3 values of Gamma ranging from 0.0001 to 10, using coordinate descent
fit <- L0Learn.fit(X, y, penalty="L0L2", nGamma=3, gammaMin=0.0001, gammaMax = 10)
print(fit)
# Extract the coefficients of the solution at lambda = 2.45513e-02 and gamma = 0.0001
coef(fit, lambda=2.45513e-02, gamma=0.0001)
# Extract the coefficients of all the solutions in the path
coef(fit)
[Package L0Learn version 2.1.0 Index]