In trying to get the cross-validation output from glmnet in R and GLMNet.jl to conform, I find the losses differ even when everything else (lambda sequence, fold id) is the same across the two. This yields an argmin(cv.meanloss) different from which.min(cv$cvm) (R), and it sometimes matters. What is the source of the difference?
In trying to get the cross-validation output from
glmnet
in R andGLMNet.jl
to conform, I find the losses differ even when everything else (lambda sequence, fold id) is the same across the two. This yields anargmin(cv.meanloss)
different fromwhich.min(cv$cvm)
(R), and it sometimes matters. What is the source of the difference?Example:
R
julia