Hello, Has anybody tried to use Generalized Path Seeking algorithm introduced by Jerome H. Friedman and implemented using R? : http://www-stat.stanford.edu/~jhf/r-gps/GPShelp.html
I have a problem using it and I hope that you could help me. I have tried to run the GPS model for penalized logistic Ridge and logistic Lasso regressions on my dataset, but it seems that I am doing something wrong, because I am getting not very good results. I think the problem is with the definition of data for variable y. According to GPS help: 'For classification (mode="class") variable y is a numeric matrix with two columns respectively containing the number of each of the two classes at the design points (rows).' So for y matrix's second column I've tried to put 1 for actual goods and 0 for bads and for the first – inverse of the value of second column, but it seems that it is not right. Does anybody have an idea how the first column has to be defined? I would be very grateful. Andrius -- View this message in context: http://www.nabble.com/Generalized-Path-Seeking-algorithm-with-R-tp24919113p24919113.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
