Timeline for How is $\lambda$ tuning parameter in lasso logistic regression generated
Current License: CC BY-SA 3.0
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| Dec 5, 2014 at 10:13 | comment | added | Richard Hardy |
Your answer addresses a different question than the one being asked. The question of interest is how the sequence of lambda is generated by the function glmnet in the glmnet package in R. I have been wondering about this question and checked the code behind the glmnet function, but ultimately faced some Fortran code (since the glmnet package is not entirely coded in R) which I had trouble with... I was unable to find the answer in the documentation nor in the JStatSoft article.
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| Nov 17, 2013 at 23:55 | history | answered | Henry | CC BY-SA 3.0 |