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Statistics版 - Lasso (question on tuning parameter and final model)
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相关话题的讨论汇总
话题: lasso话题: tuning话题: parameter话题: model话题: final
进入Statistics版参与讨论
1 (共1页)
w******8
发帖数: 59
1
I am using Lasso on analyzing gene data. I use 5-CV to find the tuning
parameter lamda but each time I am running it again, a different tuning
parameter will be selected and hence a different final model will be chose.
I know this is from randomness of partitioning the training set. What shall
I do? Shall I just run once and select whatever model produced? This seems
so random and not stable. Thanks for your input!
a***g
发帖数: 2761
2
try 10 fold
s*r
发帖数: 2757
3
把那个 trace画出来,肉眼挑个lambda。

.
shall

【在 w******8 的大作中提到】
: I am using Lasso on analyzing gene data. I use 5-CV to find the tuning
: parameter lamda but each time I am running it again, a different tuning
: parameter will be selected and hence a different final model will be chose.
: I know this is from randomness of partitioning the training set. What shall
: I do? Shall I just run once and select whatever model produced? This seems
: so random and not stable. Thanks for your input!

l******0
发帖数: 73
4
It seems your data can't be fit to only one model well. How many
observations do you have? Are they from the same strata?
1 (共1页)
进入Statistics版参与讨论
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话题: lasso话题: tuning话题: parameter话题: model话题: final