![]() ![]() However, if a family object is passed to the family argument of glmnet, the IRLS algorithm will perform step size halving. This divergence happens because the unit Newton step was too large. Oldfit Warning: from glmnet C++ code (error code -1) Convergence for 1th lambda value #> not reached after maxit=100000 iterations solutions for larger lambdas returned #> Warning in getcoef(fit, nvars, nx, vnames): an empty model has been returned #> probably a convergence issue coef ( oldfit ) #> 5 x 1 sparse Matrix of class "dgCMatrix" #> s0 #> (Intercept). ![]() As an example, the code below shows the constituent parts for the binomial GLM, which is what is used to fit linear logistic regression: A family object is a list of GLM components which allows functions such as stats:glm to fit GLMs in R. In R, these 3 parts of the GLM are encapsulated in an object of class family (run ?family in the R console for more details). The user gets to specify the link function \(g\) and the family of response distributions \(f(\cdot \mid \mu)\), and fitting a GLM amounts to estimating the parameter \(\beta\) by maximum likelihood. A random component: \(y_i \sim f(y \mid \mu_i)\).A link function: \(\eta_i = g(\mu_i)\), and.The glmnet package fits a generalized linear model (GLM) via penalized maximum likelihood. ![]()
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