Hi all, I am using glampath package for L1 regularized logistic regression. I have read the article " L1 regularization path algorithm for GLM" by park and Hastie (2006). One thing I can't understand that how to find best lambda for my prediction. I want to use that lambda for the prediction not the entire set. thanks. -- View this message in context: http://www.nabble.com/glmpath%3A-how-to-choose-best-lambda-tf4505338.html#a12849013 Sent from the R help mailing list archive at Nabble.com.