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colo
2012 May 28
0
GLMNET AUC vs. MSE
...utput for AUC/MSE.
xc <- split(dataS$P1_retained, dataS$TotalHours_R)
yc <- split(dataS$x, dataS$TotalHours_R)
for (i in 1:length(yc))
{
fit=cv.glmnet(as.matrix(yc[[i]]), y=xc[[i]], alpha=.05, type="mse",
nfolds=10, standardize=TRUE,family="binomial")
c_output =
c(i,fit$cvlo[fit$lambda==fit$lambda.1se],fit$cvm[fit$lambda==fit$lambda.1se],
fit$cvup[fit$lambda==fit$lambda.1se])
names(c_output) = names(output_x)
output_x = rbind(output_x, t(c_output))
fit1=cv.glmnet(as.matrix(yc[[i]]), y=xc[[i]], alpha=.05, type="auc",
nfolds=10, standardize=TRUE,family="b...