Hi Brian, On Wed, Jul 7, 2010 at 10:54 PM, Brian Tsai <btsa...@gmail.com> wrote: > Hi, > > I am trying to use the glmnet package to do some simple feature selection. > However, I would ideally like to be able to specify the number of features > to return (the glmnet package, as far as I can tell, only allows > specification of a regularization parameter, lambda, that in turn returns a > model with a specific number of non-zero features). > > Is there a straightforward way of calculating the lambda value that will > return a specific number of features? I realize there is a range of lambdas > that should give a certain number of non-zero features, but is there an easy > way of figuring out what this range is?
Perhaps the "dfmax" argument to the glmnet function is what you're after? dfmax:: Limit the maximum number of variables in the model. Useful for very large nvars, if a partial path is desired. See ?glmnet for more information. -- Steve Lianoglou Graduate Student: Computational Systems Biology | Memorial Sloan-Kettering Cancer Center | Weill Medical College of Cornell University Contact Info: http://cbio.mskcc.org/~lianos/contact ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
