Asymptotically, it appears that a call to fit_hal, wrapping cv.glmnet, will lead to severely constrained fits that fail to capture a rich enough set of basis functions asymptotically. In a previous implementation, this was ameliorated by explicitly setting the lambda.min.ratio argument of glmnet to a low value (e.g., 0.01); we should consider something similar for fit_hal.
Asymptotically, it appears that a call to
fit_hal, wrappingcv.glmnet, will lead to severely constrained fits that fail to capture a rich enough set of basis functions asymptotically. In a previous implementation, this was ameliorated by explicitly setting thelambda.min.ratioargument ofglmnetto a low value (e.g., 0.01); we should consider something similar forfit_hal.