如何使用glmnet逻辑回归得到介于0和1之间的概率

Question

考虑以下示例

rm(list = ls(all=T))
library(ISLR)
library(glmnet)

Hitters=na.omit(Hitters)

# Binary proble - Logistic regression
Hitters$Salary <- ifelse(Hitters$Salary > 1000, 1, 0)
Hitters$Salary <- as.factor(Hitters$Salary)

# the class is unbalanced
# > table(Hitters$Salary)
# 0   1 
# 233  30 

# cls <- sapply(Hitters, class)
# for(j in names(cls[cls == 'integer'])) Hitters[,j] <- as.double(Hitters[,j])

x = model.matrix(~ . -1, Hitters[,names(Hitters)[!names(Hitters) %in% c('Salary')]] )

inx_train <- 1:200
inx_test <- 201:dim(Hitters)[1]

x_train <- x[inx_train, ]
x_test <- x[inx_test, ]
y_train <- Hitters[inx_train, c('Salary')]
y_test <- Hitters[inx_test, 'Salary']

fit = cv.glmnet(x=x_train, y=y_train, alpha=1, type.measure='auc', family = "binomial")
plot(fit)

pred = predict(fit, s='lambda.min', newx=x_test)

quantile(pred)
# 0%       25%       50%       75%      100% 
# -5.200853 -3.704760 -2.883836 -1.937052  1.386215 

鉴于上述概率，我应该使用/修改哪个函数或参数来将它们转换为0到1之间？

Answer 1

在预测调用中，您需要type="response"参数集。根据文档，它返回拟合的概率。

pred = predict(fit, s='lambda.min', newx=x_test, type="response")

此外，如果您只是想要分类标签，可以使用type="class"