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Strange error when using sparse matrices and glmnet
原标题:
  • 时间:2009-11-11 00:56:18
  •  标签:
  • r
  • matrix

I m getting a weird error when training a glmnet regression.

invalid class "dgCMatrix" object: length(Dimnames[[2]])  must match Dim[2] 

It only happens occasionally, and perhaps only under larger datasets.

I m not sure whether it s consistent it happens given a certain dataset.

Any clues?

问题回答

Without knowing the particulars of this packages, John Chambers "Software for Data Analsys" (2008, Springer) has a good discussion on debugging, for example via

> options(error=recover) 

which may be of help here.

I kept getting the same error while using family= binomial . Turns out I had too few events/cases in my response variable. Using nfold=10 in cv.glmnet, I would get the error if my binary response [0,1] occured less than ~2% of the time. I recommend having your script check for this scenario and use glmnet when true. You won t get the benefit of the x validation for selecting lambda though.

Need to clarify the above. I had this problem when using cv.glmnet(). By identifying those instances where there are too few cases, I used glmnet() instead. You lose the benefit of the cross validation (i.e. estimating lambda), but it will complile.





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