Lucien Carroll wrote: > Hello, > > I would like to specify a L1-norm (Laplace) regularization for a > logistic regression, and I'm having trouble figuring out how to do that. > Do I understand that documentation right in thinking that the penalty > argument in lrm() is setting the width of a Gaussian (L2-norm)? Is > L1-norm possible with lrm() or should I be looking at some other function?
Hi Lucien, Yes, penalization lrm() is Gaussian (L2). I haven't used R for L1 penalization, but you might check out the lars package: it implements the lasso, which is L1-penalized. However, I don't think that lars covers logistic regression. (You might get additional info from a posting on the general R-help list.) Roger -- Roger Levy Email: [EMAIL PROTECTED] Assistant Professor Phone: 858-534-7219 Department of Linguistics Fax: 858-534-4789 UC San Diego Web: http://ling.ucsd.edu/~rlevy _______________________________________________ R-lang mailing list [email protected] http://pidgin.ucsd.edu/mailman/listinfo/r-lang
