插入符号包-岭回归系数路径

时间:2018-10-08 12:28:55

标签: r r-caret

我试图按照库恩和约翰逊的《应用预测模型》一书中的图6.15所示,使用Caret包重新创建岭回归系数路径。提供了目标输出。

Applied Predictive Modeling Fig 6.15

通过以下代码获取数据:

require(tidyverse)
require(caret)
require(AppliedPredictiveModeling)
require(elasticnet)

data(solubility)

set.seed(100)
indx <- createFolds(solTrainY, returnTrain = TRUE)
ctrl <- trainControl(method = "cv", index = indx)

ridgeGrid <- data.frame(lambda = seq(0, .1, length = 15))

set.seed(100)
cvresult <- train(x = solTrainXtrans, 
                  y = solTrainY, 
                  method = "ridge", 
                  tuneGrid = ridgeGrid, 
                  trControl = ctrl, 
                  preProc = c("center", "scale"))

编辑:以下是我的尝试;我意识到我不想要最终模型,但是predict.enet函数否则会给我一个错误:

coeffs <- predict.enet(cvresult$finalModel, type = "coefficients", mode = "fraction")

as.data.frame(unclass(coeffs$coefficients)) %>%
mutate(Fraction = coeffs$fraction) %>%
gather(Variable, Coefficient, -Fraction) %>%
mutate(Col = ifelse(Variable %in% c("NumNonHAtoms", "NumNonHBonds", "NumMultBonds"), Variable, "Other")) %>%
ggplot(aes(Fraction, Coefficient, group=Variable, colour = Col)) +
geom_line()

注释掉的代码(slow)或ggplot都不按书显示。

0 个答案:

没有答案