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verbose = TRUE reports progress through
message().print() labels alpha = 0 fits as
ridge.alpha < 1. glmnet standardizes the Gaussian response and
therefore divides its ridge term by the standard deviation of the
pseudo-response; the inner call now compensates, so the penalized
objective is exactly
lambda * sum(alpha * |b| + (1 - alpha) * b^2 / 2) on the
standardized columns. Before the fix the line search rejected the glmnet
step at some grid points and ridge paths reached maxit.
Lasso fits are unchanged.modal_net(). modal_lasso() remains as an
alias.alpha.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.