What tr.gamk reports is not clear to me.

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I would really like to know that is this tr.gamk. It is reported as 29.1771 in my case. I understant that 29 is the number of parameters used by the model in current stage but I have not idea what is 1771. Kindly, help me out.

Accepted Answer

Atharva
Atharva on 28 Mar 2023
"tr.gamk" is typically used as the regularization parameter in machine learning models, specifically in group Lasso regularization. In group Lasso regularization, the regularization penalty is applied to groups of features or variables, rather than individual features.
The parameter "tr.gamk" controls the strength of the regularization penalty and helps to balance the model's bias-variance tradeoff. In your case, the value of 29 likely refers to the number of groups of features being regularized by the group Lasso method.
The value of 1771 is likely the actual value of the regularization parameter that was used in your model. This value is typically determined through cross-validation or other tuning methods to find the optimal value that balances model complexity and accuracy.
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Mohd Khan
Mohd Khan on 30 Mar 2023
Thanks a lot. Can I get more information such as a source documentation?

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