Re: [R] Choosing glmnet lambda values via caret

2012-02-10 Thread Yang Zhang
Yes, I know how to statically specify lambda choices. I was asking about whether there's a way to let glmnet guide that, instead of specifying it in advance. Again, sorry if I could've been more clear. On Thu, Feb 9, 2012 at 7:15 PM, Max Kuhn mxk...@gmail.com wrote: You can adjust the

[R] Choosing glmnet lambda values via caret

2012-02-09 Thread Yang Zhang
Usually when using raw glmnet I let the implementation choose the lambdas. However when training via caret::train the lambda values are predetermined. Is there any way to have caret defer the lambda choices to caret::train and thus choose the optimal lambda dynamically? -- Yang Zhang

Re: [R] Choosing glmnet lambda values via caret

2012-02-09 Thread Max Kuhn
You can adjust the candidate set of tuning parameters via the tuneGrid argument in trian() and the process by which the optimal choice is made (via the 'selectionFunction' argument in trainControl()). Check out the package vignettes. The latest version also has an update.train() function that