Cross Validated Asked by Jonathan on September 4, 2020
I am new to R and cv.glmnet
. I have now tried to run my logistic model with ElasticNet instead of stepwise as people in this community suggest. But, I have troubles with the model itself as it keeps giving me different end results. I want to get alpha
and lambda
by letting cv.glmnet
do this through minimization with a k-fold
of 10. I learnt to set foldid
equal to something in order to leave out the randomness in the coefficients
, but I still get this randomness in my coefficients
in the end of each run. All other answers to this question deals with a fixed alpha
as here and here. This is my code
set.seed(123)
nfolds <- 10
foldid <- sample(1:10, size = length(y), replace=TRUE)
model <- lapply(1:10, function(i){
cv.glmnet(trainX, trainY, type.measure = "deviance", family = "binomial", alpha = i, foldid = foldid, parallel = TRUE)
})
Again, I do not want to fix my alpha
and lambda
, but surely get consistent coefficients
when I run my Elastic model again and again. Can someone please tell me, what I am doing wrong here?
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