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nhejazi avatar nhejazi commented on June 30, 2024

family is passed directly from fit_hal to cv.glmnet. Could you clarify what g0_linear and Q0_trig1 are in your example above? (I can't reproduce the reported error without them.)

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jeremyrcoyle avatar jeremyrcoyle commented on June 30, 2024

The issue is that predict is currently hard coded to x*coef, so predictions when family="binomial" are on the logit scale. Side note: halclassic ignores its family argument https://github.com/benkeser/halplus/blob/master/R/hal.R#L190 so comparisons should be made for gaussian only

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nhejazi avatar nhejazi commented on June 30, 2024

Also, including an argument family may be inappropriate for theoretical reasons. See the comments in this issue (in the halplus repo) for details.

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jeremyrcoyle avatar jeremyrcoyle commented on June 30, 2024

Good to know. So what should we do going forward? Disable support for passing family to cv.glmnet in hal9001 (and maybe implement bounding instead), or support it correctly?

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jeremyrcoyle avatar jeremyrcoyle commented on June 30, 2024

Also, @jlstiles to @nhejazi's point earlier, it would be helpful if you could try to make your examples minimum and reproducible. Here's a discussion on the topic: https://stackoverflow.com/a/5963610/3243525

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benkeser avatar benkeser commented on June 30, 2024

I think we're good to keep the family argument in. I was too lazy to think it through previously, but I think Jonathan has convinced me that it's kosher.

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nhejazi avatar nhejazi commented on June 30, 2024

Resolved as part of #24

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