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gl_path
2007 Sep 23
0
glmpath: how to choose best lambda
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....