Displaying 20 results from an estimated 1200 matches similar to: "lasso/lars error"
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
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
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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 <-
2017 Dec 20
2
outlining (highlighting) pixels in ggplot2
Using the small reproducible example below, I'd like to know if one can
somehow use the matrix "sig" (defined below) to add a black outline (with
lwd=2) to all pixels with a corresponding value of 1 in the matrix 'sig'?
So for example, in the ggplot2 plot below, the pixel located at [1,3] would
be outlined by a black square since the value at sig[1,3] == 1. This is my
first
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
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
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
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
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)
2009 May 07
2
lasso based selection for mixed model
Dear useRs (called Frank Harrell, most likely),
after having preached for years to my medical colleagues to be cautious
with stepwise selection procedures, they chanted back asking for an
alternative when using mixed models.
There is a half dozen laXXX packages around for all types of linear models,
but as far I see there is none for mixed models such as lme. Even
boot.stepAIC (which I
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)
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
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
2017 Dec 20
0
outlining (highlighting) pixels in ggplot2
Hi Eric,
you can use an annotate-layer, eg
ind<-which(sig>0,arr.ind = T)
ggplot(m1.melted, aes(x = Month, y = Site, fill = Concentration), autoscale
= FALSE, zmin = -1 * zmax1, zmax = zmax1) +
geom_tile() +
coord_equal() +
scale_fill_gradient2(low = "darkred",
mid = "white",
high = "darkblue",
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
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
2012 Mar 27
2
lasso constraint
In the package lasso2, there is a Prostate Data. To find coefficients in the
prostate cancer example we could impose L1 constraint on the parameters.
code is:
data(Prostate)
p.mean <- apply(Prostate, 5,mean)
pros <- sweep(Prostate, 5, p.mean, "-")
p.std <- apply(pros, 5, var)
pros <- sweep(pros, 5, sqrt(p.std),"/")
pros[, "lpsa"] <-
2012 Jun 05
1
Piecewise Lasso Regression
Hi All,
I am trying to fit a piecewise lasso regression, but package Segmented does not work with Lars objects.
Does any know of any package or implementation of piecewise lasso regression?
Thanks,
Lucas
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
2010 Dec 22
1
code of applying lasso method in cox model
I also hope to get the code of using lasso method in the cox model.Could you please send me one?
Thank you so much!!!