lasso_deltas {HTLR} | R Documentation |
Lasso Initial State
Description
Generate initial Markov chain state with Lasso.
Usage
lasso_deltas(
X,
y,
lambda = NULL,
verbose = FALSE,
alpha = 1,
rank_fn = order_plain,
k = ncol(X)
)
Arguments
X |
Design matrix of traning data; rows should be for the cases, and columns for different features. |
y |
Vector of class labels in training or test data set. Must be coded as non-negative integers, e.g., 1,2,...,C for C classes. |
lambda |
A user supplied lambda sequence for |
alpha |
The elasticnet mixing parameter for |
Value
A matrix - the initial state of Markov Chain for HTLR model fitting.
References
Jerome Friedman, Trevor Hastie, Robert Tibshirani (2010). Regularization Paths for Generalized Linear Models via Coordinate Descent. Journal of Statistical Software, 33(1), 1-22.
See Also
[Package HTLR version 0.4-4 Index]