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pbreheny / grpreg

Regularization paths for regression models with grouped covariates
http://pbreheny.github.io/grpreg/
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AUC as a loss function in cv.grpreg #31

Closed pedro-ribeirosantiago closed 3 years ago

pedro-ribeirosantiago commented 3 years ago

Hi Patrick Breheny,

Thanks for the excellent package!! I'm using the function cv.grpreg but I'd like to use the "auc" as the loss function to use for cross-validation (as in package cv.glmnet). Do you think is there a way to implement this?

Cheers, Pedro

pbreheny commented 3 years ago

Yes -- just look at the documentation: ?AUC.