Does the R
caret package cross-validate over both
lambda for the
Running this code,
eGrid <- expand.grid(.alpha = (1:10) * 0.1, .lambda = (1:10) * 0.1) Control <- trainControl(method = "repeatedcv",repeats = 3,verboseIter =TRUE) netFit <- train(x =train_features, y = y_train, method = "glmnet", tuneGrid = eGrid, trControl = Control)
The training log looks like this.
Fold10.Rep3: alpha=1.0, lambda=NA