LASSOLKTModel {LKT} | R Documentation |
LASSOLKTModel
Description
runs LASSO search on the data
Usage
LASSOLKTModel(
data,
gridpars,
allcomponents,
preset = NA,
presetint = T,
allfeatures,
specialcomponents = c(),
specialfeatures = c(),
specialpars = c(),
target_n,
removefeat = c(),
removecomp = c(),
test_fold = 1
)
Arguments
data |
is a dataset with Anon.Student.Id and CF..ansbin. |
gridpars |
a vector of parameters to create each feature at |
allcomponents |
is search space for LKT components |
preset |
One of "static","AFM","PFA","advanced","AFMLLTM","PFALLTM","advancedLLTM" |
presetint |
should the intercepts be included for preset components |
allfeatures |
is search space for LKT features |
specialcomponents |
add special components (not crossed with features, only paired with special features 1 for 1) |
specialfeatures |
features for each special component (not crossed during search) |
specialpars |
parameters for the special features (if needed) |
target_n |
chosen number of features in model |
removefeat |
Character Vector | Excludes specified features from the test list. |
removecomp |
Character Vector | Excludes specified components from the test list. |
test_fold |
the fold that the chosen LASSO model will be tested on |
Value
list of matrices and values "train_x","train_y","test_x","test_y","fit","target_auc","target_rmse","n_features","auc_lambda","rmse_lambda","BIC_lambda","target_idx", "preds"