Is there a way to get a list of the standardized coefficients for lasso regression in R? Following cross validation, I have identified the optimal lambda and can then obtain the coefficients appropriate for unscaled data using the predict function. I need the exact same model - ie the same coefficients must appear to be non-zero - but the lambda used for the unscaled data makes little sense when running lasso regression on scaled data.
这将为您提供来自弹性网的给定s
的缩放系数(将lambda设置为0以关闭L2损失):
predict( model, newx=xmat, s=s, mode="fraction", type="coefficients" )
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