Comments (7)
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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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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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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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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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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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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Resolved as part of #24
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Related Issues (20)
- Symmetric reduce_basis
- degrees should not be NULL by default? HOT 1
- predict method not working when reduce_basis HOT 1
- fitting grouped binomial HOT 2
- binary prediction fails when `cv_select = FALSE`
- Issues installing the package HOT 5
- relaxing HAL constraints from `glmnet` defaults
- `lambda.min.ratio` ignored by `glmnet` for `family = "binomial"` HOT 1
- lambda parameter ignored by predict.hal9001 HOT 2
- License file completion HOT 1
- Paper references HOT 1
- Example usage HOT 2
- Competing work HOT 3
- Poisson family? HOT 4
- Quasibinomial family HOT 3
- Option to avoid penalizing one-way basis functions for time in pooled hazard regression HOT 1
- HAL fails to return a matrix of predictions when `cv_select=FALSE` HOT 2
- python version HOT 3
- CRAN solaris builds fail HOT 1
- `num_knots` default does not grow with sample size? HOT 2
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