Changeset 17784
- Timestamp:
- 11/23/20 20:33:49 (4 years ago)
- File:
-
- 1 edited
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trunk/HeuristicLab.Algorithms.DataAnalysis.Glmnet/3.4/Glmnet.cs
r17180 r17784 31 31 /// ka=1 => covariance updating algorithm 32 32 /// ka=2 => naive algorithm 33 /// parm = penalty member index(0 <= parm <= 1)33 /// parm = penalty member index(0 <= parm <= 1) 34 34 /// = 0.0 => ridge 35 35 /// = 1.0 => lasso … … 48 48 /// ne = maximum number of variables allowed to enter largest model 49 49 /// (stopping criterion) 50 /// nx = maximum number of variables allowed to enter all mode sl50 /// nx = maximum number of variables allowed to enter all models 51 51 /// along path(memory allocation, nx > ne). 52 52 /// nlam = (maximum)number of lamda values 53 53 /// flmin = user control of lamda values(>=0) 54 /// flmin <1.0 => minimum lamda = flmin * (largest lamda value)54 /// flmin < 1.0 => minimum lamda = flmin * (largest lamda value) 55 55 /// flmin >= 1.0 => use supplied lamda values(see below) 56 56 /// ulam(nlam) = user supplied lamda values(ignored if flmin< 1.0)
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