gamlr | Gamma lasso regression | Machine Learning library
kandi X-RAY | gamlr Summary
kandi X-RAY | gamlr Summary
The Gamma Lasso ==. This package implements the gamma lasso algorithm for regularization paths corresponding to a range of non-convex cost functions between L0 and L1 norms. As much as possible, usage is analogous to that for the glmnet package (which does the same thing for penalization between L1 and L2 norms). The CRAN page is at If you use gamlr, please cite Taddy (2017), One-step estimator paths for concave regularization, Journal of Computational and Graphical Statistics.
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QUESTION
I run a CV Lasso with the cv.gamlr function in R. I can get the coefficients for the lambdas that correspond to the “1se” or “min” criterion.
...ANSWER
Answered 2021-Mar-20 at 10:24The coefficients are stored under lasso$gamlr$beta
, in your example, you can access them like this:
QUESTION
I am trying to run a multinomial inverse regression as described here. The R package is called textir
. It works just fine, but I am unable to map the parameters in the R package (called "nlambda" and "gamma") to (what I understand) are hyper parameters of the model as described in the paper (shape and scale parameters r and s of the gamma-hyperprior for each lambda).
ANSWER
Answered 2018-Oct-03 at 09:27I actually missed the important part of the READ me:
"Versions 2+ make [..] differ from [...] original MNIR: penalties are chosen from full regularization paths (instead of being fixed)...". In case anyone else runs in the same problem, one can download version 1.8.8 from github and manually install. It will them work just fine.
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