GLMNETHyperparameters

Properties

alphatunable

number≥ 0≤ 1

Elastic net mixing parameter (0 = ridge, 1 = lasso).

family

string | null

GLM family. NULL = set from outcome type.

one of"gaussian""binomial""poisson""multinomial""cox""mgaussian"

offset

array | null≥ 1 items

Offset. Must have one value per case.

which_lambda_cv

string

Which cross-validated lambda to use for prediction.

one of"lambda.1se""lambda.min"

nlambda

integer≥ 1

Number of lambda values.

lambda

array | null≥ 1 items

Regularization strength. NULL = determined by cv.glmnet during tuning.

penalty_factor

array | null≥ 1 items

Penalty factor, one per feature.

standardize

boolean

Standardize features.

intercept

boolean

Include intercept.

ifwtunable

boolean

Inverse Frequency Weighting in classification.

lambda.min

number | null> 0

Lambda minimizing cross-validated error.

lambda.1se

number | null> 0

Largest lambda within one standard error of the minimum.

Relationships