I’m trying to use the glmnet package on a dataset. I’m using cv.glmnet() to get a lambda value for glmnet(). Here’s the dataset and error message:
> head(t2)
X1 X2 X3 X4 X5 X6 X7 X8 X9 X10 X11 X12
1 1 1 0.7661266 45 2 0.80298213 9120 13 0 6 0 2
2 2 0 0.9571510 40 0 0.12187620 2600 4 0 0 0 1
3 3 0 0.6581801 38 1 0.08511338 3042 2 1 0 0 0
4 4 0 0.2338098 30 0 0.03604968 3300 5 0 0 0 0
5 5 0 0.9072394 49 1 0.02492570 63588 7 0 1 0 0
6 6 0 0.2131787 74 0 0.37560697 3500 3 0 1 0 1
> str(t2)
'data.frame': 150000 obs. of 12 variables:
$ X1 : int 1 2 3 4 5 6 7 8 9 10 ...
$ X2 : int 1 0 0 0 0 0 0 0 0 0 ...
$ X3 : num 0.766 0.957 0.658 0.234 0.907 ...
$ X4 : int 45 40 38 30 49 74 57 39 27 57 ...
$ X5 : int 2 0 1 0 1 0 0 0 0 0 ...
$ X6 : num 0.803 0.1219 0.0851 0.036 0.0249 ...
$ X7 : int 9120 2600 3042 3300 63588 3500 NA 3500 NA 23684 ...
$ X8 : int 13 4 2 5 7 3 8 8 2 9 ...
$ X9 : int 0 0 1 0 0 0 0 0 0 0 ...
$ X10: int 6 0 0 0 1 1 3 0 0 4 ...
$ X11: int 0 0 0 0 0 0 0 0 0 0 ...
$ X12: int 2 1 0 0 0 1 0 0 NA 2 ...
> cv1 <- cv.glmnet(t2[,-c(1,2,7,12)], t2[,2], family="multinomial")
Error in lognet(x, is.sparse, ix, jx, y, weights, offset, alpha, nobs, :
(list) object cannot be coerced to type 'double'
I’m excluding columns 1,2,7,12 as they are: id column, response column, contain NA’s, and contain NA’s. Any suggestions would be great.
cv.glmnetexpects a matrix of predictors, not a data frame. Generally you can obtain this viabut in your case, you can probably get there more easily with
since you don’t appear to have any factor variables or other issues that might complicate matters.
Since this answer is getting plenty of hits: the glmnetUtils package provides a formula-based interface to glmnet, like that used for most R modelling functions. It includes methods for
glmnetandcv.glmnet, as well as a newcva.glmnetfunction to do crossvalidation for both alpha and lambda.The above would become
NA’s are handled automatically, so you don’t have to exclude columns with missing values.