The default values ​​for lambda in Sparse Group Lasso (SGL) in R?

How is lambdas selected by SGL if it is left blank? I mean the comment below in the pdf manual.

"The user sets the sequence of lambda values ​​for the fitting. Leaving this NULL and allowing SGL self-selection values."

+4
source share
1 answer

By default, a sequence of lambda values ​​is created in which the maximum lambda is the maximum lambda value (see the grplasso package and the lambda.max function for more information), and the minimum lambda is a percentage of the maximum lambda>

+2
source

Source: https://habr.com/ru/post/1442524/


All Articles