Displaying 1 result from an estimated 1 matches for "ta8fr".
Did you mean:
ta8f#
2017 Oct 31
0
lasso and ridge regression
...endent variables are collinear. A modified regularization method with
two tuning parameters l1 and l2 and their product l1*l2 (Lambda 1 and
Lambda 2) such that l1 takes care of ridge property and l2 takes care of
LASSO property is proposed
The proposed method is given
<https://i.stack.imgur.com/Ta8FR.jpg>
The problem is how to adapt "glmnet" to accomplish our task.
The extract of the code used is reproduced as follows;
cv.ridge<- glmnet(x, y, family="gaussian", alpha=0,
lambda=lambda1, standardize=TRUE)
cv.lasso<- glmnet(x, y, family="gaussian&qu...