Hello,
Has anybody tried to use Generalized Path Seeking algorithm introduced by
Jerome H. Friedman and implemented using R? :
http://www-stat.stanford.edu/~jhf/r-gps/GPShelp.html
I have a problem using it and I hope that you could help me. I have tried to
run the GPS model for penalized logistic Ridge and logistic Lasso
regressions on my dataset, but it seems that I am doing something wrong,
because I am getting not very good results.
I think the problem is with the definition of data for variable y. According
to GPS help: 'For classification (mode="class") variable y is a
numeric
matrix with two columns respectively containing the number of each of the
two classes at the design points (rows).'
So for y matrix's second column I've tried to put 1 for actual goods and
0
for bads and for the first ? inverse of the value of second column, but it
seems that it is not right.
Does anybody have an idea how the first column has to be defined?
I would be very grateful.
Andrius
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