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변수 선택을 위해 glmnet lasso 위에 stabsel을 사용하고 싶습니다. https://github.com/hofnerb/stabs에있는 예제를 따라 가면서 제대로 작동합니다.stabsel에서 penalty.factor를 사용하십시오.
그러나 여러 변수를 포함시켜야합니다. 이것은 glmnet에서 'penalty.factor'매개 변수를 사용하여 달성 할 수 있지만 args.fitfun에서이 매개 변수를 전달하면 결과 오류를 나타낼 수 있습니다 (아래 참조).
data("bodyfat", package = "TH.data")
pfac=c(0,0,0,1,0,1,1,1,1)
stab.glmnet <- stabsel(x = bodyfat[, -2], y = bodyfat[,2],
fitfun = glmnet.lasso, cutoff = 0.75,
PFER = 1, args.fitfun=list(penalty.factor = pfac))
Error in res[[1]] : subscript out of bounds
In addition: Warning message:
In run_stabsel(fitter = fit_model, args.fitter = args.fitfun, n = n, :
100 fold(s) encountered an error. Results are based on 0 folds only.
Original error message(s):
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x), y)
Error : Matrices must have same number of columns in rbind2(.Call(dense_to_Csparse, x [... truncated]
모든 도움을 주시면 감사하겠습니다.