Generalized Path Seeking algorithm with R

R programming language resources Forums Statistical analyses Generalized Path Seeking algorithm with R

Viewing 1 post (of 1 total)
  • Author
    Posts
  • #284
    Andrius
    Member

    Hello,

    Has anybody tried to use Generalized Path Seeking algorithm introduced by Jerome H. Friedman and implemented using R? :
    http://www-stat.stanford.edu/~jhf/r-gps/GPShelp.html

    I have a problem using it and I hope that you could help me. I have tried to run the GPS model for penalized logistic Ridge and logistic Lasso regressions on my dataset, but it seems that I am doing something wrong, because I am getting not very good results.

    I think the problem is with the definition of data for variable y. According to GPS help: ‘For classification (mode=”class”) variable y is a numeric matrix with two columns respectively containing the number of each of the two classes at the design points (rows).’

    So for y matrix’s second column I’ve tried to put 1 for actual goods and 0 for bads and for the first – inverse of the value of second column, but it seems that it is not right.
    Does anybody have an idea how the first column has to be defined?
    I would be very grateful.

    Andrius

Viewing 1 post (of 1 total)
  • You must be logged in to reply to this topic.
Scroll to top
Privacy Policy