The caret package stands for classification and regression training. It has an excellent companion website to help in understanding all of its capabilities: http://topepo.github.io/caret/index.html. The package has many different functions that you can use and we will revisit some of them in the later chapters. For our purpose here, we want to focus on finding the optimal mix of lambda and our elastic net mixing parameter, alpha. This is done using the following simple three-step process:
- Use the expand.grid() function in base R to create a vector of all the possible combinations of alpha and lambda that we want to investigate.
- Use the trainControl() function from the caret package to determine the resampling method; we will ...
