adelie (version 1.0.7)

predict.grpnet: make predictions from a "grpnet" object.

Description

Similar to other predict methods, this functions predicts linear predictors, coefficients and more from a fitted "grpnet" object. Note that if the default standardize=TRUEE was used in fitting the grpnet object, the coefficients reported are for the standardized inputs. However, the predict function will apply the stored standardization to newx and give the correct predictions.

Usage

# S3 method for grpnet
predict(
  object,
  newx,
  lambda = NULL,
  type = c("link", "response", "coefficients", "nonzero"),
  newoffsets = NULL,
  n_threads = 1,
  ...
)
# S3 method for grpnet
coef(object, lambda = NULL, ...)

Value

The object returned depends on type.

Arguments

object

Fitted "grpnet" model.

newx

Matrix of new values for x at which predictions are to be made. Can be a matrix, a sparse matrix as in Matrix package, or else any of the matrix forms allowable in the adelie package. The number of columns must match that of the input matrix used in fitting object. If the model object was fit with standardize=TRUE, the saved centers and scaling will be applied to this matrix. This argument is not used for type="coefficients"

lambda

Value(s) of the penalty parameter lambda at which predictions are required. Default is the entire sequence used to create the model. If values of lambda are supplied, the function uses linear interpolation to make predictions for values of lambda that do not coincide with those used in the fitting algorithm. Note: if newx is a vector (a single row which has lost its matrix dimensions), convert it to a 1-row matrix first, e.g. by supplying t(newx) instead.

type

Type of prediction required. Type "link" is the default, and gives the linear predictors. Type "response" applies the inverse link to these predictions. Type "coefficients" extracts the coefficients, intercepts and the active-set sizes. Type "nonzero" returns a list of active groups along the path, indexed from 1 to number of groups.

newoffsets

If an offset is used in the fit, then one must be supplied for making predictions (except for type="coefficients".

n_threads

Number of threads, default 1.

...

Currently ignored.

Author

James Yang, Trevor Hastie, and Balasubramanian Narasimhan
Maintainer: Trevor Hastie

Details

The shape of the objects returned are different for "multinomial" and "multigaussian" objects. coef(...) is equivalent to predict(type="coefficients",...)

References

Yang, James and Hastie, Trevor. (2024) A Fast and Scalable Pathwise-Solver for Group Lasso and Elastic Net Penalized Regression via Block-Coordinate Descent. arXiv tools:::Rd_expr_doi("10.48550/arXiv.2405.08631").
Adelie Python user guide https://jamesyang007.github.io/adelie/

See Also

grpnet, and print, and coef methods, and cv.grpnet.

Examples

set.seed(0)
n <- 100
p <- 200
X <- matrix(rnorm(n * p), n, p)
y <- X[,1] * rnorm(1) + rnorm(n)
groups <- c(1, sample(2:199, 60, replace = FALSE))
groups <- sort(groups)
fit <- grpnet(X, glm.gaussian(y), groups = groups)
coef(fit)
predict(fit,newx = X[1:5,], lambda = c(0.1, 0.05))
predict(fit, type="nonzero", lambda = c(0.1, 0.05))