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selva86/lasso_dataprep.R

Created March 25, 2017 10:27
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Preparatory code for lasso regression lecture
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lasso_dataprep.R
# prep training and test datasets
set.seed(100)
trainRows <- createDataPartition(prostate$lpsa, p=.75, list=FALSE)
trainData <- prostate[trainRows, ]
testData <- prostate[-trainRows, ]
# prepare X and Y matrices separately
train_x <- as.matrix(trainData[, colnames(trainData) %ni% c("lpsa", "train")])
train_y <- as.matrix(trainData[, "lpsa"])
test_x <- as.matrix(testData[, colnames(trainData) %ni% c("lpsa", "train")])
test_y <- as.matrix(testData[, "lpsa"])
# grid
grid=10^seq(10, -2, length=100)
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