Displaying 1 result from an estimated 1 matches for "tp2308635p2532271".
2010 Jul 31
1
Feature selection via glmnet package (LASSO)
Hello,
I'm trying to select features of cetain numbers(like 100 out of 1000) via
LASSO, based on multinomial model, however, it seems the glmnet package
provides a very sparse estimation of coefficients(most of coefficients are
0), which selects very few number of variables, like only 10, based on my
easy dataset.
I try to connect the choice of lambda to the selecting