Statistics, Data Science, Analytics, Business Intelligence, Machine Learning.
Re-randomizing the data into the k folds can yield wildly different lambda.min but more similar lambda.1se. All talk can get confusing, so let’s fit a lasso to see it in action. R code: library(glmnet) # The 0+ makes Species not drop a reference level X <- model.matrix(Sepal.Length~0+., data =