Timeline for Which lambda is cv.glmnet solving for?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| May 26, 2017 at 17:21 | comment | added | whuber♦ | You haven't correctly given the penalty: the entire term must be multiplied by a second independent parameter, called "$\lambda$" in the documentation. It functions like the $\lambda$ in your edit (and is directly proportional to it). This lambda has nothing to do with your $\lambda_1$ and $\lambda_2$. cv.glmnet helps you find $\lambda$, but you have to specify $\alpha$. | |
| May 26, 2017 at 17:04 | answer | added | user795305 | timeline score: 2 | |
| Oct 6, 2016 at 20:26 | history | edited | Dominik | CC BY-SA 3.0 | added 392 characters in body |
| Oct 6, 2016 at 1:16 | vote | accept | Dominik | ||
| Oct 5, 2016 at 16:40 | answer | added | Sycorax♦ | timeline score: 3 | |
| Oct 5, 2016 at 16:15 | comment | added | Dominik | relevant and helpful, but I still don't understand how a single $\lambda$ comes into the picture when the penalty is formulated with $\alpha$ | |
| Oct 5, 2016 at 7:04 | comment | added | Sycorax♦ | Relevant: stats.stackexchange.com/questions/67736/… | |
| Oct 5, 2016 at 3:34 | history | asked | Dominik | CC BY-SA 3.0 |