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GabrielHoffman/Multinomial_glmnet.R

Created July 24, 2020 22:11
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Multinomial_glmnet.R
library(glmnet)
# You must have glmnet v4 from CRAN
# See documentation: https://glmnet.stanford.edu
# multinomial elastic-net
# you can change alpha
fit = glmnet( X_PRS, metadata$Catogory_factor, family="multinomial", alpha = .8, type.multinomial = "grouped")
# see regularization path
plot(fit)
# cross-validation with cv.glmnet
# get the predicted cagority, or the scores with predict(fit,...)
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