[R] Efficient algorithm to get a solution path for ridge regression?
With the use of the LARS algorithm, a path of solutions corresponding to a sequence of the regularization parameter can be obtained for LASSO (or even the elastic net, a hybrid between LASSO and ridge) at the cost of one linear regression. In terms of computational speed LASSO seems to have beaten ridge regression, the solution of which needs to be computed individually, at the cost of one linear regression, for each regularization parameter. Is there any efficient method to compute a path of solutions for ridge regression corresponding to a sequence of the regularization parameter? Thanks. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Efficient algorithm to get a solution path for ridge regression?
Thanks for your pointer. I looked into Applied Regression Analysis by Draper and Smith, and the ridge trace solution can be obtained efficiently by expressing it in canonical form. It could be coded without much difficulty, but I'm just wondering if there's any package which has already implemented this (or other) efficient way of returning a solution path for a sequence of regularization parameter? The function provided by MASS computes the solution individually for each value of the parameter. A quick look into the parcor and penalized packages seems to be promising, but I need to check the source code to see if they really implement an efficient algorithm as desired. Any input to this would be much appreciated. Thanks again. On 15-Apr-10, at 8:49 AM, Charles C. Berry wrote: On Wed, 14 Apr 2010, Kenneth Lo wrote: With the use of the LARS algorithm, a path of solutions corresponding to a sequence of the regularization parameter can be obtained for LASSO (or even the elastic net, a hybrid between LASSO and ridge) at the cost of one linear regression. In terms of computational speed LASSO seems to have beaten ridge regression, the solution of which needs to be computed individually, at the cost of one linear regression, for each regularization parameter. Is there any efficient method to compute a path of solutions for ridge regression corresponding to a sequence of the regularization parameter? Thanks. Yes. Check a textbook like Draper and Smith. Or Google for course notes. HTH, Chuck __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Charles C. Berry(858) 534-2098 Dept of Family/Preventive Medicine E mailto:cbe...@tajo.ucsd.edu UC San Diego http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Compilation error on installing rgl package
Thank you for your reply. Hope that it will be available soon. Kenneth --- Duncan Murdoch [EMAIL PROTECTED] wrote: On 20/02/2008 4:54 PM, Kenneth Lo wrote: Hi all, I encountered difficulties when I tried to install the rgl package. I'm using R devel (2.7.0) on Mac OS X 10.5.1. Below is the message popping up when compiling the package from source. There's been some discussion of this on the R-sig-mac list. The problem is that none of the developers of rgl have access to 64 bit OSX (or 10.5 of any type, for that matter), and nobody with access has provided a patch. Duncan Murdoch I'd be grateful if someone can help me solve the problem. Thanks, Kenneth * Installing *source* package 'rgl' ... checking for gcc... gcc -arch x86_64 -std=gnu99 checking for C compiler default output file name... a.out checking whether the C compiler works... yes checking whether we are cross compiling... no checking for suffix of executables... checking for suffix of object files... o checking whether we are using the GNU C compiler... yes checking whether gcc -arch x86_64 -std=gnu99 accepts -g... yes checking for gcc -arch x86_64 -std=gnu99 option to accept ANSI C... none needed checking how to run the C preprocessor... gcc -arch x86_64 -std=gnu99 -E checking for gcc... (cached) gcc -arch x86_64 -std=gnu99 checking whether we are using the GNU C compiler... (cached) yes checking whether gcc -arch x86_64 -std=gnu99 accepts -g... (cached) yes checking for gcc -arch x86_64 -std=gnu99 option to accept ANSI C... (cached) none needed checking for libpng-config... yes configure: using libpng-config configure: using libpng dynamic linkage checking for X... libraries /usr/X11/lib, headers /usr/X11/include checking for glEnd in -lGL... yes checking for gluProject in -lGLU... yes configure: creating ./config.status config.status: creating src/Makevars ** libs g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c BBoxDeco.cpp -o BBoxDeco.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Background.cpp -o Background.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Color.cpp -o Color.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Disposable.cpp -o Disposable.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c FaceSet.cpp -o FaceSet.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Light.cpp -o Light.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c LineSet.cpp -o LineSet.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include
[R] Compilation error on installing rgl package
Hi all, I encountered difficulties when I tried to install the rgl package. I'm using R devel (2.7.0) on Mac OS X 10.5.1. Below is the message popping up when compiling the package from source. I'd be grateful if someone can help me solve the problem. Thanks, Kenneth * Installing *source* package 'rgl' ... checking for gcc... gcc -arch x86_64 -std=gnu99 checking for C compiler default output file name... a.out checking whether the C compiler works... yes checking whether we are cross compiling... no checking for suffix of executables... checking for suffix of object files... o checking whether we are using the GNU C compiler... yes checking whether gcc -arch x86_64 -std=gnu99 accepts -g... yes checking for gcc -arch x86_64 -std=gnu99 option to accept ANSI C... none needed checking how to run the C preprocessor... gcc -arch x86_64 -std=gnu99 -E checking for gcc... (cached) gcc -arch x86_64 -std=gnu99 checking whether we are using the GNU C compiler... (cached) yes checking whether gcc -arch x86_64 -std=gnu99 accepts -g... (cached) yes checking for gcc -arch x86_64 -std=gnu99 option to accept ANSI C... (cached) none needed checking for libpng-config... yes configure: using libpng-config configure: using libpng dynamic linkage checking for X... libraries /usr/X11/lib, headers /usr/X11/include checking for glEnd in -lGL... yes checking for gluProject in -lGLU... yes configure: creating ./config.status config.status: creating src/Makevars ** libs g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c BBoxDeco.cpp -o BBoxDeco.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Background.cpp -o Background.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Color.cpp -o Color.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Disposable.cpp -o Disposable.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c FaceSet.cpp -o FaceSet.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Light.cpp -o Light.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c LineSet.cpp -o LineSet.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c LineStripSet.cpp -o LineStripSet.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin -DNO_GL_PREFIX -I/usr/X11R6/include -Iext -I/usr/local/include -g -O2 -fPIC -g -O2 -c Material.cpp -o Material.o g++ -arch x86_64 -I/Library/Frameworks/R.framework/Resources/include -I/Library/Frameworks/R.framework/Resources/include -I/System/Library/Frameworks/OpenGL.framework/Headers -DHAVE_PNG_H -I/usr/local/include/libpng12 -I/usr/X11/include -DDarwin
