I am trying to repeat the following lines of code:
x.mat <- as.matrix(train.df[,predictors])
y.class <- train.df$Response
cv.lasso.fit <- cv.glmnet(x = x.mat, y = y.class,
family = "binomial", alpha = 1, nfolds = 10)
... with the caret package, but it doesn't work:
trainControl <- trainControl(method = "cv",
number = 10,
# Compute Recall, Precision, F-Measure
summaryFunction = prSummary,
# prSummary needs calculated class probs
classProbs = T)
modelFit <- train(Response ~ . -Id, data = train.df,
method = "glmnet",
trControl = trainControl,
metric = "F", # Optimize by F-measure
alpha=1,
family="binomial")
The parameter "alpha" is not recognized, and "the model fit fails in every fold".
What am I doing wrong? Help would be much appreciated. Thanks.
Try to use tuneGrid. For example as follows:
tuneGrid=expand.grid(
.alpha=1,
.lambda=seq(0, 100, by = 0.1))