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Methods and principles of selecting a subset of attributes for use in further modelling
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Getting glmnet to select excatly given number of features?
I am using glmnet for feature selection, given a gaussian dependent variable. Part of my code is like this:
lambda_seq <- 10^seq(2, -2, by = -0.1)
cv_output <- cv.glmnet(data.matrix(x_vars), y_var, al …