internal glmnet parameters
View and/or change the factory default parameters in glmnet
glmnet.control( fdev = 1e-05, devmax = 0.999, eps = 1e-06, big = 9.9e+35, mnlam = 5, pmin = 1e-09, exmx = 250, prec = 1e-10, mxit = 100, itrace = 0, epsnr = 1e-06, mxitnr = 25, factory = FALSE )
fdev |
minimum fractional change in deviance for stopping path; factory default = 1.0e-5 |
devmax |
maximum fraction of explained deviance for stopping path; factory default = 0.999 |
eps |
minimum value of lambda.min.ratio (see glmnet); factory default= 1.0e-6 |
big |
large floating point number; factory default = 9.9e35. Inf in definition of upper.limit is set to big |
mnlam |
minimum number of path points (lambda values) allowed; factory default = 5 |
pmin |
minimum probability for any class. factory default = 1.0e-9. Note that this implies a pmax of 1-pmin. |
exmx |
maximum allowed exponent. factory default = 250.0 |
prec |
convergence threshold for multi response bounds adjustment solution. factory default = 1.0e-10 |
mxit |
maximum iterations for multiresponse bounds adjustment solution. factory default = 100 |
itrace |
If 1 then progress bar is displayed when running |
epsnr |
convergence threshold for |
mxitnr |
maximum iterations for the IRLS loop in |
factory |
If |
If called with no arguments, glmnet.control() returns a list with the
current settings of these parameters. Any arguments included in the call
sets those parameters to the new values, and then silently returns. The
values set are persistent for the duration of the R session.
A list with named elements as in the argument list
Jerome Friedman, Kenneth Tay, Trevor Hastie
Maintainer: Trevor Hastie
hastie@stanford.edu
glmnet
glmnet.control(fdev = 0) #continue along path even though not much changes glmnet.control() # view current settings glmnet.control(factory = TRUE) # reset all the parameters to their default
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