PomaLasso | R Documentation |
PomaLasso
performs LASSO, Ridge, and Elasticnet regression for feature selection and prediction purposes for binary outcomes.
PomaLasso(
data,
alpha = 1,
ntest = NULL,
nfolds = 10,
lambda = NULL,
labels = FALSE
)
data |
A |
alpha |
Numeric. Indicates the elasticnet mixing parameter. alpha = 1 is the LASSO penalty and alpha = 0 is the Ridge penalty. |
ntest |
Numeric. Indicates the percentage of observations that will be used as test set. Default is NULL (no test set). |
nfolds |
Numeric. Indicates number of folds for cross-validation (default is 10). Although nfolds can be as large as the sample size (leave-one-out CV), it is not recommended for large datasets. Smallest value allowable is nfolds = 3. |
lambda |
Numeric. Indicates the user supplied lambda sequence. Typical usage is to have the program compute its own lambda sequence based on |
labels |
Logical. Indicates if feature names should be plotted in coefficient plot or not. Default is FALSE. |
A list
with results.
Pol Castellano-Escuder
Jerome Friedman, Trevor Hastie, Robert Tibshirani (2010). Regularization Paths for Generalized Linear Models via Coordinate Descent. Journal of Statistical Software, 33(1), 1-22. URL http://www.jstatsoft.org/v33/i01/.
data <- POMA::st000336 %>% # Example SummarizedExperiment object included in POMA
PomaImpute() %>%
PomaNorm()
## Output is a list with objects `coefficients` (tibble), `coefficients_plot` (ggplot2 object), `cv_plot` (ggplot2 object), and `model` (cv.glmnet object)
# LASSO
data %>%
PomaLasso(alpha = 1,
ntest = NULL,
nfolds = 10,
lambda = NULL,
labels = TRUE)
# Elasticnet
data %>%
PomaLasso(alpha = 0.5,
ntest = NULL,
nfolds = 10,
lambda = NULL,
labels = TRUE)
# Ridge Regression
data %>%
PomaLasso(alpha = 0,
ntest = NULL,
nfolds = 10,
lambda = NULL,
labels = FALSE)
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