Re: [R] Feature selection via glmnet package (LASSO)

Hi: When you need to search for a function in R, rely on our good friend, the package sos: library(sos) findFn('elastic net') found 23 matches; retrieving 2 pages HTH, Dennis On Wed, Sep 8, 2010 at 6:58 PM, jjenkner jjenk...@web.de wrote: Hello Lai! You can try the elastic net which is a

Re: [R] Feature selection via glmnet package (LASSO)

Hello Lai! You can try the elastic net which is a mixture of lasso and ridge regression. Setting the parameter alpha to less than one will provide you with more coefficients different from zero. I am not sure about the R implementation. You have to search for it on your own. Johannes -- View

[R] 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