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Generalized linear models with elastic net regularization. Calls glmnet::cv.glmnet() from package glmnet.

The default for hyperparameter family is set to "gaussian".

Dictionary

This mlr3::Learner can be instantiated via the dictionary mlr3::mlr_learners or with the associated sugar function mlr3::lrn():

mlr_learners$get("regr.cv_glmnet")
lrn("regr.cv_glmnet")

Meta Information

  • Task type: “regr”

  • Predict Types: “response”

  • Feature Types: “logical”, “integer”, “numeric”

  • Required Packages: mlr3, mlr3learners, glmnet

Parameters

IdTypeDefaultLevelsRange
alignmentcharacterlambdalambda, fraction-
alphanumeric1\([0, 1]\)
bignumeric9.9e+35\((-\infty, \infty)\)
devmaxnumeric0.999\([0, 1]\)
dfmaxinteger-\([0, \infty)\)
epsnumeric1e-06\([0, 1]\)
epsnrnumeric1e-08\([0, 1]\)
excludeinteger-\([1, \infty)\)
exmxnumeric250\((-\infty, \infty)\)
familycharactergaussiangaussian, poisson-
fdevnumeric1e-05\([0, 1]\)
foldiduntypedNULL-
gammauntyped--
groupedlogicalTRUETRUE, FALSE-
interceptlogicalTRUETRUE, FALSE-
keeplogicalFALSETRUE, FALSE-
lambdauntyped--
lambda.min.rationumeric-\([0, 1]\)
lower.limitsuntyped--
maxitinteger100000\([1, \infty)\)
mnlaminteger5\([1, \infty)\)
mxitinteger100\([1, \infty)\)
mxitnrinteger25\([1, \infty)\)
nfoldsinteger10\([3, \infty)\)
nlambdainteger100\([1, \infty)\)
offsetuntypedNULL-
parallellogicalFALSETRUE, FALSE-
penalty.factoruntyped--
pmaxinteger-\([0, \infty)\)
pminnumeric1e-09\([0, 1]\)
precnumeric1e-10\((-\infty, \infty)\)
predict.gammanumericgamma.1se\((-\infty, \infty)\)
relaxlogicalFALSETRUE, FALSE-
snumericlambda.1se\([0, \infty)\)
standardizelogicalTRUETRUE, FALSE-
standardize.responselogicalFALSETRUE, FALSE-
threshnumeric1e-07\([0, \infty)\)
trace.itinteger0\([0, 1]\)
type.gaussiancharacter-covariance, naive-
type.logisticcharacter-Newton, modified.Newton-
type.measurecharacterdeviancedeviance, class, auc, mse, mae-
type.multinomialcharacter-ungrouped, grouped-
upper.limitsuntyped--

References

Friedman J, Hastie T, Tibshirani R (2010). “Regularization Paths for Generalized Linear Models via Coordinate Descent.” Journal of Statistical Software, 33(1), 1--22. doi:10.18637/jss.v033.i01 .

See also

Other Learner: mlr_learners_classif.cv_glmnet, mlr_learners_classif.glmnet, mlr_learners_classif.kknn, mlr_learners_classif.lda, mlr_learners_classif.log_reg, mlr_learners_classif.multinom, mlr_learners_classif.naive_bayes, mlr_learners_classif.nnet, mlr_learners_classif.qda, mlr_learners_classif.ranger, mlr_learners_classif.svm, mlr_learners_classif.xgboost, mlr_learners_regr.glmnet, mlr_learners_regr.kknn, mlr_learners_regr.km, mlr_learners_regr.lm, mlr_learners_regr.nnet, mlr_learners_regr.ranger, mlr_learners_regr.svm, mlr_learners_regr.xgboost

Super classes

mlr3::Learner -> mlr3::LearnerRegr -> LearnerRegrCVGlmnet

Methods

Inherited methods


Method new()

Creates a new instance of this R6 class.

Usage


Method selected_features()

Returns the set of selected features as reported by glmnet::predict.glmnet() with type set to "nonzero".

Usage

LearnerRegrCVGlmnet$selected_features(lambda = NULL)

Arguments

lambda

(numeric(1))
Custom lambda, defaults to the active lambda depending on parameter set.

Returns

(character()) of feature names.


Method clone()

The objects of this class are cloneable with this method.

Usage

LearnerRegrCVGlmnet$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.

Examples

if (requireNamespace("glmnet", quietly = TRUE)) {
# Define the Learner and set parameter values
learner = lrn("regr.cv_glmnet")
print(learner)

# Define a Task
task = tsk("mtcars")

# Create train and test set
ids = partition(task)

# Train the learner on the training ids
learner$train(task, row_ids = ids$train)

# print the model
print(learner$model)

# importance method
if("importance" %in% learner$properties) print(learner$importance)

# Make predictions for the test rows
predictions = learner$predict(task, row_ids = ids$test)

# Score the predictions
predictions$score()
}
#> <LearnerRegrCVGlmnet:regr.cv_glmnet>: GLM with Elastic Net Regularization
#> * Model: -
#> * Parameters: family=gaussian
#> * Packages: mlr3, mlr3learners, glmnet
#> * Predict Types:  [response]
#> * Feature Types: logical, integer, numeric
#> * Properties: selected_features, weights
#> Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per fold
#> 
#> Call:  (if (cv) glmnet::cv.glmnet else glmnet::glmnet)(x = data, y = target,      family = "gaussian") 
#> 
#> Measure: Mean-Squared Error 
#> 
#>     Lambda Index Measure    SE Nonzero
#> min 0.4575    27   8.066 1.825       7
#> 1se 0.8774    20   9.507 2.917       6
#> regr.mse 
#> 7.020875