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loss.biglasso

Internal biglasso functions


Description

Internal biglasso functions

Usage

loss.biglasso(y, yhat, family, eval.metric)

Arguments

y

The observed response vector.

yhat

The predicted response vector.

family

Either "gaussian" or "binomial", depending on the response.

eval.metric

The evaluation metric for the cross-validated error and for choosing optimal lambda. "default" for linear regression is MSE (mean squared error), for logistic regression is misclassification error. "MAPE", for linear regression only, is the Mean Absolute Percentage Error.

Details

These are not intended for use by users.loss.biglasso calculates the value of the loss function for the given predictions (used for cross-validation).

Author(s)

Yaohui Zeng and Patrick Breheny

Maintainer: Yaohui Zeng <yaohui.zeng@gmail.com>


biglasso

Extending Lasso Model Fitting to Big Data

v1.4.1
GPL-3
Authors
Yaohui Zeng [aut,cre], Chuyi Wang [aut,cre], Patrick Breheny [ctb]
Initial release
2021-01-29

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