图2. Lasso回归中Partial-likelihood deviance(偏似然偏差)随Log(λ)变化曲线 从图中可以看出,如果我们把λ值设为lambda.1se,此时模型中最多只有一个特征,这显然是不合适的,虽然一般来讲,我们选择这个lambda.1se往往是恰当的,但在本例中不合适,所以...
Partial-likelihood deviance (偏似然偏差)随Log(λ)变化曲线,此值越小说明模型拟合越好。图中给出了两个惩罚值(调优系数)λ:一个是当偏似然偏差最小时的λ值,即lambda.min; We applied the Cox regression model with LASSO based on the R package “glmnet” to construct an optimal gene‐associated prognos...
Partial likelihood inference for time series following generalized linear models, Jounal of Time Series Analysis, Oxford, v.25, n. 2, p.173-197, 2004.K. Fokianos and B. Kedem, "Partial likelihood inference for time series following generalized linear models," Journal of Time Series Analysis,...