glmnet.auc

Import of <code>auc</code> (internal function)

Implements stacked elastic net regression (Rauschenberger 2021, <doi:10.1093/bioinformatics/btaa535>). The elastic net generalises ridge and lasso regularisation (Zou 2005, <doi:10.1111/j.1467-9868.2005.00503.x>). Instead of fixing or tuning the mixing parameter alpha, we combine multiple alpha by stacked generalisation (Wolpert 1992 <doi:10.1016/S0893-6080(05)80023-1>).

Armin Rauschenberger

starnet

Stacked Elastic Net

glmnet.auc function

<dl><dt>y</dt>
<dd>observed classes</dd>
<dt>prob</dt>
<dd>predicted probabilities</dd>
<dt>w</dt>
<dd>(ignored here)</dd></dl>

Arguments

glmnet:::auc — glmnet.auc

<dl>

<dt>y</dt>
<dd>observed classes</dd>


<dt>prob</dt>
<dd>predicted probabilities</dd>


<dt>w</dt>
<dd>(ignored here)</dd>

</dl>

glmnet.auc: glmnet:::auc

Description

Usage

Value

Arguments

Examples