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2009 Aug 21
1
LASSO: glmpath and cv.glmpath
Hi,
perhaps you can help me to find out, how to find the best Lambda in a
LASSO-model.
I have a feature selection problem with 150 proteins potentially
predicting Cancer or Noncancer. With a lasso model
fit.glm <- glmpath(x=as.matrix(X), y=target, family="binomial")
(target is 0, 1 <- Cancer non cancer, X the proteins, numerical in
expression), I get following path (PICTURE