R/define_penalty.R
define_ridge.Rd
Helper function to define a ridge penalty regularization object.
See define_penalty
for more details.
define_ridge( num_penalty = 20, penalty_ratio = NULL, user_penalty = NULL, custom_multiplier = NULL )
num_penalty | number of penalty values to fit in grid. Default is 20. |
---|---|
penalty_ratio | ratio between minimum and maximum penalty for x. Default is 1e-04 if \(n > p\) and 0.01 if \(n <= p\). |
user_penalty | user-defined vector of penalty values to use in penalty path. |
custom_multiplier | variable-specific penalty multipliers to apply to overall penalty. Default is 1 for all variables. 0 is no penalization. |
A list object with regularization settings that are used to define the regularization
for predictors or external data in xrnet
and tune_xrnet
. The list
elements will match those returned by define_penalty
, but with the penalty_type
automatically set to 0.