On 2011-02-17 13:45, Brian Tsai wrote:
Hi,

I am trying to do multinomial regression using the glmnet package, but the
following gives me an error (for no reason apparent to me):

library(glmnet)
cv.glmnet(x=matrix(c(1,2,3,4,5,6,1,2,3,4,5,6),
nrow=6),y=as.factor(c(1,2,1,2,3,3)),family='multinomial',alpha=0.5,
nfolds=2)

The error i get is:
Error in if (outlist$msg != "Unknown error") return(outlist) :
   argument is of length zero


If i change the number of folds to 1, i get a seg fault:
  *** caught segfault ***
address 0x0, cause 'memory not mapped'

Traceback:
  1: .Fortran("lognet", parm = alpha, nobs, nvars, nc, as.double(x),     y,
offset, jd, vp, ne, nx, nlam, flmin, ulam, thresh, isd,     maxit, kopt, lmu
= integer(1), a0 = double(nlam * nc), ca = double(nx *         nlam * nc),
ia = integer(nx), nin = integer(nlam), nulldev = double(1),     dev =
double(nlam), alm = double(nlam), nlp = integer(1),     jerr = integer(1),
PACKAGE = "glmnet")
  2: lognet(x, is.sparse, ix, jx, y, weights, offset, type, alpha,     nobs,
nvars, jd, vp, ne, nx, nlam, flmin, ulam, thresh, isd,     vnames, maxit,
HessianExact, family)
  3: glmnet(x[!which, ], y_sub, lambda = lambda, offset = offset_sub,
weights = weights[!which], ...)
  4: cv.glmnet(x = matrix(c(1, 2, 3, 4, 5, 6, 1, 2, 3, 4, 5, 6), nrow =
6),     y = as.factor(c(1, 2, 1, 2, 3, 3)), family = "multinomial",
alpha = 0.5, nfolds = 1)

Possible actions:

Update glmnet? What version are you using?

With glmnet 1.5.2, I just get a message reminding me that
  "nfolds must be bigger than 3; nfolds=10 recommended".

Peter Ehlers




any ideas?


Brian.

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