I am trying to fit a lasso penalized logistic regression model to a certain data. I am using lassoglm for that in matlab. I use the following function
[B,FitInfo] = lassoglm(X,Y,'binomial','Lambda',0.01,'CV',10);
Using 10 fold cross validation, it will use different samples every time to fit the model. However, I didn't get what deviance means in this case. Lets say for the first run of cross validation, I have k non zero features. For next run, I have a model with m non zero features and so on. What does deviance then measure and how the plot is generated like using that lassoplot. Suggestion?
Actually, I didn't get this figure. What does it specify?