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topepo / FES

Code and Resources for "Feature Engineering and Selection: A Practical Approach for Predictive Models" by Kuhn and Johnson
https://bookdown.org/max/FES
GNU General Public License v2.0
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glmnet parameters #68

Closed btlois closed 5 years ago

btlois commented 5 years ago

In the version dated "2019-02-22" in section 7.3.2 "Penalized Regression" the parameters for glmnet should either use $\lambda_r$ and $\lambda_l$ or the combined $\lambda$ with $\alpha$ but not both.

topepo commented 5 years ago

Thanks