Changeset 17992
 Timestamp:
 06/17/21 08:01:48 (11 months ago)
 File:

 1 edited
Legend:
 Unmodified
 Added
 Removed

trunk/HeuristicLab.Algorithms.DataAnalysis.Glmnet/3.4/Glmnet.cs
r17784 r17992 33 33 /// parm = penalty member index(0 <= parm <= 1) 34 34 /// = 0.0 => ridge 35 /// = 1.0 => lasso35 /// = 1.0 => lasso 36 36 /// no = number of observations 37 37 /// ni = number of predictor variables … … 43 43 /// vp(ni) = relative penalties for each predictor variable 44 44 /// vp(j) = 0 => jth variable unpenalized 45 /// cl(2, ni) = interval constraints on coefficient values(overwritten)46 /// cl(1, j) = lower bound for jth coefficient value(<= 0.0)47 /// cl(2, j) = upper bound for jth coefficient value(>= 0.0)45 /// cl(2, ni) = interval constraints on coefficient values (overwritten) 46 /// cl(1, j) = lower bound for jth coefficient value(<= 0.0) 47 /// cl(2, j) = upper bound for jth coefficient value(>= 0.0) 48 48 /// ne = maximum number of variables allowed to enter largest model 49 /// (stopping criterion)49 /// (stopping criterion) 50 50 /// nx = maximum number of variables allowed to enter all models 51 /// along path(memory allocation, nx > ne).51 /// along path(memory allocation, nx > ne). 52 52 /// nlam = (maximum)number of lamda values 53 53 /// flmin = user control of lamda values(>=0)
Note: See TracChangeset
for help on using the changeset viewer.