Timeline for interpretation of parameter tuning of gam with caret
Current License: CC BY-SA 3.0
3 events
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Oct 31, 2016 at 14:37 | comment | added | phiver | correct. checking both select options, caret does a ridge regression or not. In your case it was better for the final model. | |
Oct 31, 2016 at 13:48 | comment | added | ching | Thank you phiver! Really appreciate your answer and time. Yeah I knew I was using the mgcv package. I forgot to mention that. However. So the gam function itself tunes my degrees of freedom right? The default smoothing function is the "thin plate" regression spline. So basically Caret is just doing a ridge regression for me, meaning reducing the unimportant variables to almost zero? And it uses the method gcv.cp to find the "best" amount of knots for my splines? | |
Oct 31, 2016 at 13:38 | history | answered | phiver | CC BY-SA 3.0 |