# Create random x (predictors) and y (binary)
x = matrix(rnorm(25000), ncol = 50)
y = 1 * (plogis(apply(x[,1:5], 1, sum) + rnorm(500, 0, 0.1)) > 0.5)
# Predict y via cross-validation
fit_fun = function (x_training, y_training) {
list(
lasso = glmnet_fit(x_training, y_training, family = "binomial")
)
}
predict_fun = function (m, x_test) {
glmnet_predict(m$lasso, x_test)
}
# Only 2 folds to ensure the example runs quickly
res = cv(x, y, family = "binomial", fit_fun = fit_fun, predict_fun = predict_fun, nfolds = 2)
# Show the relevance of the predictors
relevance = glmnet_get.items.relevance(res$models, "lasso")
relevance = relevance[which(relevance >= 0.01)] # Select items with >=1% relevance
round(relevance, 2)
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