Displaying 20 results from an estimated 300000 matches similar to: "lars - lasso problem"
2011 May 02
2
Lasso with Categorical Variables
Hi! This is my first time posting. I've read the general rules and
guidelines, but please bear with me if I make some fatal error in
posting. Anyway, I have a continuous response and 29 predictors made
up of continuous variables and nominal and ordinal categorical
variables. I'd like to do lasso on these, but I get an error. The way
I am using "lars" doesn't allow for the
2003 Jun 13
1
lars - lasso problem
hello
I tried to use lars() but neither with my own data nor with the sample data it
works. I get in both cases the following error prompt:
> data(diabetes)
> par(mfrow=c(2,2))
> attach(diabetes)
> x<-lars(x,y)
Error in one %*% x : requires numeric matrix/vector arguments
> x<-lars(x,y, type="lasso")
Error in one %*% x : requires numeric matrix/vector arguments
2011 Jun 06
1
Lasso for k-subset regression
Dear R-users
I'm trying to use lasso in lars package for subset regression, I have a
large matrix of size 1000x100 and my aim is to select a subset k of the 100
variables.
Is there any way in lars to fix the number k (i.e. to select the best 10
variables)
library(lars)
aa=lars(X,Y,type="lasso",max.steps=200)
plot(aa,plottype="Cp")
aa$RSS
which.min(aa$RSS)
2010 Dec 06
2
How to get lasso fit coefficient(given penalty tuning parameter \lambda) using lars package
Hi, all,
I am using the lars package for lasso estimate. So I get a lasso
fit first:
lassofit = lars(x,y,type ="lasso",normalize=T, intercept=T)
Then I want to get coefficient with respect to a certain value of \lambda
(the tuning parameter), I know lars has three mode options c("step",
"fraction", "norm"), but can I use the \lambda value instead
2007 Aug 02
2
lasso/lars error
I'm having the exact problem outlined in a previous post from 2005 -
unfortunately the post was never answered:
http://tolstoy.newcastle.edu.au/R/help/05/10/15055.html
When running:
lm2=lars(x2,y,type="lasso",use.Gram=F)
I get an error:
Error in if (zmin < gamhat) { : missing value where TRUE/FALSE needed
...when running lasso via lars() on a 67x3795 set of predictors. I
2009 Oct 27
1
lasso plot using LARS
When plotting a lars object, I cannot find a way to plot solid lines.
Even when the arguments breaks=F and lty="solid" are used, the vertical
lines at the break points do not plot but asterisks indicating the
breaks still plot as part of each path leaving solid lines broken up by
asterisks at the break points. I'm using the following code.
larsfit <-
2005 May 31
3
lars / lasso with glm
We have been using Least Angle Regression (lars) to help identify
predictors in models where the outcome is continuous. To do so we have
been relying on the lars package. Theoretically, it should be possible
to use the lars procedure within a general linear model (glm) framework
- we are particular interested in a logistic regression model. Does
anyone have examples of using lars with logistic
2009 Jul 22
1
Question about the lars package
Hello,
I have a question about lars package, probably basic.
The returned values of lars function include R squares along the variable
selection path. However, such values are always slightly different from the
R squares returned by the regression function lm using the same models.
Anyone know the reasons?
Very important, and needs quick answers. Thanks a million!
--
View this message in
2007 Jun 12
1
LASSO coefficients for a specific s
Hello,
I have a question about the lars package. I am using this package to get the coefficients at a specific LASSO parameter s.
data(diabetes)
attach(diabetes)
object <- lars(x,y,type="lasso")
cvres<-cv.lars(x,y,K=10,fraction = seq(from = 0, to = 1, length = 100))
fits <- predict.lars(object, type="coefficients", s=0.1, mode="fraction")
Can I assign
2011 May 24
1
seeking help on using LARS package
Hi,
I am writing to seek some guidance regarding using Lasso regression with the
R package LARS. I have introductory statistics background but I am trying to
learn more. Right now I am trying to duplicate the results in a paper for
shRNA prediction "An accurate and interpretable model for siRNA efficacy
prediction, Jean-Philippe Vert et. al, Bioinformatics" for a Bioinformatics
project
2012 Jul 12
1
lars package to do lasso
Dear all
I am using lars package to do lasso in R. I dont undesrtand what max.steps do?and how I can understand from the outputs to obtain the last steps in this packagethanks for your helpbest
[[alternative HTML version deleted]]
2004 Oct 28
1
qustion with lars (lasso) package
Dear All,
I am using lars package written by Dr. Trevor Hastie, the version is lars_0.9-5 downloaded from cran. When I ran the diabetes example data attached in package, I found that the beta outputs from different machines are different. The difference is only about 10^-11 to 10^-12, some friends suggested that it possibly is a machine precision problem. But I check the machine numerical
2011 May 24
1
anyone using LARS package in R
Hi useR's,
Has anyone used the "Lars" package in R before? If so, is there any tutorial
(not manual) or worked out example online for this R package that one can go
through to figure out how one can use this package with lasso regression?
I appreciate any help I can get in this direction.
Sincerely,
Vishal
--
*Vishal Thapar, Ph.D.*
*Scientific informatics Analyst
Cold Spring
2011 Jul 12
7
FW: lasso regression
Hi,
I am trying to do a lasso regression using the lars package with the following data (see attached):
FastestTime
WinPercentage
PlacePercentage
ShowPercentage
BreakAverage
FinishAverage
Time7Average
Time3Average
Finish
116.90
0.14
0.14
0.29
4.43
3.29
117.56
117.77
5.00
116.23
0.29
0.43
0.14
6.14
2.14
116.84
116.80
2.00
116.41
0.00
0.14
0.29
5.71
3.71
117.24
2010 Dec 08
1
the output of function lars
Hi here is the code as example
lars is in package lars
> x<-matrix(rnorm(20*5,0,1),20,5)
> bs<-matrix(sample(seq(1:10),5),5,1)
> er<-rnorm(20,0,1)
> y<-x%*%bs+er
> lobj<-lars(x,y,type="lasso")
> names(lobj)
[1] "call" "type" "df" "lambda" "R2"
[6] "RSS"
2013 May 04
2
Lasso Regression error
Hi all,
I have a data set containing variables LOSS, GDP, HPI and UE.
(I have attached it in case it is required).
Having renamed the variables as l,g,h and u, I wish to run a Lasso
Regression with l as the dependent variable and all the other 3 as the
independent variables.
data=read.table("data.txt", header=T)
l=data$LOSS
h=data$HPI
u=data$UE
g=data$GDP
matrix=data.frame(l,g,h,u)
2010 Nov 05
1
Problem with 'lars' package
Hello,
I have problems with 'lars' package. I found the previous post of the person
who had the same issue, but the suggested solution in that post did not help
me.
I created the matrices:
ResponseMatrix <- data.frame (GAOdecision=GAOdecision)
PredictorsMatrix <- data.frame (WeaponvsNon = WeaponvsNon, ProductvsService
= ProductvsService, KDuration = KDuration, BusinessSize =
2007 Jan 06
0
has anyone implemented LARS with the "positive lasso"?
Hi,
I am interested in a modification to LARS that allows for positive-only
constraints in the variables (with details about how to implement this as
described in section 3.4 of the Efron et al (2003) LARS paper).
Before I dive into the "lars" package code myself, I was wondering if anyone
knew of a version where this is available, or if another package that I have
not found can do
2007 Mar 15
1
Model selection in LASSO (cross-validation)
Hi, I know how to use LASSO for model selection based on the Cp criterion.
I heard that we can also use cross validation as a criterion too. I used
cv.lars to give me the lowest predicted error & fraction. But I'm short of
a step to arrive at the number of variables to be included in the final
model. How do we do that? Is it the predict.lars function? i tried >
2007 Sep 19
1
Strange behaviour of lars method
Hi!
When I apply the lars (least-angle-regression) method to my data
(3655 features, only 355 data points, no I did not mistype), I
observe a strange behaviour:
1) The beta values tend to grow into real high values quite fast up
to a point where they overflow and get negative. The overflow is not
a problem, I don't need the last part of the analysis anyway, but why
do they just