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tidymodels / tune

Tools for tidy parameter tuning
https://tune.tidymodels.org
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glmnet for fixed penalty #45

Open topepo opened 5 years ago

topepo commented 5 years ago

Since parsnip wants to fit the whole path (and ignores the given single penalty value), we need to find an approach for using linear_reg(penalty = 10^-5, mixture = tune()) or similar. Maybe a custom update() method for glmnet models?

jaredlander commented 4 years ago

And would we need to set penalty=tune() in order to figure out which lambda is best?