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dereksonderegger / 578

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LASSO and RR with glmnet via caret #5

Open dereksonderegger opened 6 years ago

dereksonderegger commented 6 years ago

There was a great deal of students that couldn't get this to work remotely consistently for picking best lambda and the 1 SE. Passing in lambda twice is an issue to fix. There is a function OneSE that I couldn't quite get right.

dereksonderegger commented 6 years ago

I think the best thing to do is to use glmnet() somewhat directly. In particular, I think we ought to run it through the package glmnetUtils which gives us a formula based interface and a predict() function that isn't insane.