Top "Glmnet" questions

glmnet is an R package for Lasso and elastic-net regularized generalized linear models.

executing glmnet in parallel in R

My training dataset has about 200,000 records and I have 500 features. (These are sales data from a retail org). Most of …

r foreach parallel-processing glmnet
Why is it inadvisable to get statistical summary information for regression coefficients from glmnet model?

I have a regression model with binary outcome. I fitted the model with glmnet and got the selected variables and …

r statistics regression glm glmnet
How to calculate R Squared value for Lasso regression using glmnet in R

I am performing lasso regression in R using glmnet package: fit.lasso <- glmnet(x,y) plot(fit.lasso,…

r linear-regression glmnet lasso-regression
Interpreting coefficient names in glmnet in R

I am using glmnet to predict probabilities based on a set of 5 features using the following code. I need the …

r machine-learning glm glmnet
how to get probabilities between 0 and 1 using glmnet logistic regression

consider the following example rm(list = ls(all=T)) library(ISLR) library(glmnet) Hitters=na.omit(Hitters) # Binary proble - …

r logistic-regression glmnet
How to make all interactions before using glmnet

I have an x-matrix of 8 columns. I want to run glmnet to do a lasso regression. I know I need …

r formula interaction glmnet
How to automate variable selection in glmnet and cross validation

I am learning the use of glmnet and brnn packages. Consider the following code: library(RODBC) library(brnn) library(glmnet) …

r glmnet
How does glmnet handle NA values?

How does glmnet in the R package 'glmnet' handle NA values? Or can it not tolerate NA values?

r na glmnet lasso-regression
How does glmnet's standardize argument handle dummy variables?

In my dataset I have a number of continuous and dummy variables. For analysis with glmnet, I want the continuous …

r dataset machine-learning glmnet
Why calculating MSE in lasso regression gives different outputs?

I am trying to run different regression models on the Prostate cancer data from the lasso2 package. When I use …

r machine-learning glmnet lasso-regression mean-square-error