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Questions tagged [glmnet]

R package for lasso and elastic-net regularized generalized linear models.

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Glmnet() returns different coefficients [on hold]

I want to get the regression weights from glmnet(). However, I get different coefficients with different methods. ...
22 views

Multinomial logistic regression on document-topic probabilities with user rating

I am analyzing a dataset of customer reviews with topic modeling and am trying to quantify which topics have a positive/negative influence on the given ratings. I have computed a topic model using LDA ...
31 views

Combining results of multiple Lasso runs / Variable selection

I would appreciate your opinion on an analysis approach I have in mind. The idea is to do the variable selection with multiple runs of Lasso regression (by glmnet in R). Basically, the workflow would ...
37 views

Why glmnet 's $\lambda$ value is so small? Does it strictly implement the loss function under the hood?

I am running a glmnet fit with 1200000 samples. According to the glmnet doc, $\lambda$ value is the coefficient controlling how much the regularization term contributes to the total loss function. ...
15 views

47 views

Specificity decreasing when new features are added to glmnet model for case/control prediction

I'm using glmnet for prediction of case/control, which I created with the function train with additional parameters for cross ...
59 views

Should we penalize dummy variables? [duplicate]

Using glmnet we run the following regression cvfit = cv.glmnet(x,y, alpha = 0, intercept = FALSE) where $y$ is the response variable and $x$ is the input matrix....
34 views

Plot interpretation for underfitting/overfitting - Lass cv.glmnet

I ran a logistic Lasso Regression in R using the cv.glmnet package and get the plot below. I understand that the left dotted line is lambda.min and the right dotted line is lambda.1se. I also see ...
33 views

Lasso regression with lasso2 (l1ce) vs glmnet

I'm struggling to get the same results from a lasso regression when using glmnet as when using l1ce from the lasso2 package. I've set a specific tuning parameter value for both, and tried to set all ...
171 views

lasso with *extended* cox regression (time-varying covariates using counting process notation)

I'm trying to find a way to build a predictive model the development of a disease. However, some of our predictors are time-varying (aka time-dependent) -- for example, the appearance of other, age-...
52 views

LOOCV in Caret works with Glmnet and not ElasticNet

I'm a phd student learning about different machine learning and cv methods so i apologize if this is a silly question. I have a decent understanding of lasso and am using the ...
276 views

glmnet cox regression and survival prediction

I want to use glmnet cox regression approach to predict survival from methylation data for cancer patients. But I couldn't find any proper reference except this one https://cran.r-project.org/web/...
237 views