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Practical Predictive Analytics
book

Practical Predictive Analytics

by Ralph Winters
June 2017
Beginner to intermediate content levelBeginner to intermediate
576 pages
15h 22m
English
Packt Publishing
Content preview from Practical Predictive Analytics

Choosing a correct lamda

The model output will show the ranges of lambda (the regularization parameter), which will smooth out the effects of the various coefficients to different degrees.

A plot of mod.results will display the size of the coefficients as lambda changes:

plot(mod.result,xvar="lambda")

The parameter lambda controls the amount of shrinkage for the coefficients.

Notice that as lambda gets larger, more coefficients will be shrinking towards 0:

If you print some of the results you will see how many non-zero coefficients are included in the model for each lambda, as well as the percent deviation for each model. This will help ...

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Publisher Resources

ISBN: 9781785886188Supplemental Content