我正在使用R中的caret包编写机器学习代码。代码示例可能是
weighted_fit <- train(outcome,
data = train,
method = 'glmnet',
trControl = ctrl)
您知道,插入符号包中的某些方法具有内置功能选择,例如弹性网。我的问题是,有什么方法可以停用此代码中的内置功能选择吗?
谢谢您的任何评论。
答案 0 :(得分:0)
#I will try to answer this question to the best of my ability:
#The train function in caret package comes with a parameter tuneGrid which can be used to create a data-frame of tuning parameters.
#The tuning parameter of elastic net regularization in glmnet() is alpha, so create the following:
glmgrid <- expand.grid(alpha = 0) will give ridge regularization.
glmgrid <- expand.grid(alpha = 1) will give lasso regularization.
#and then use
weighted_fit <- train(outcome,
data = train,
method = 'glmnet',
trControl = ctrl,
tuneGrid = glmgrid)
#In glmnet in r , the alpha values can be in the range [0,1] i.e. 0 to 1 including 0 and 1.
# GLMNET - https://www.rdocumentation.org/packages/glmnet/versions/2.0-18/topics/glmnet
# CARET - https://topepo.github.io/caret/index.html