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rm link to obsolete revoscaler
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hongooi73 committed Sep 10, 2023
1 parent 4512b19 commit bbf9ac5
Showing 1 changed file with 8 additions and 8 deletions.
16 changes: 8 additions & 8 deletions vignettes/intro.rmd
Original file line number Diff line number Diff line change
Expand Up @@ -52,7 +52,7 @@ mtcarsX <- as.matrix(mtcars[c("cyl", "disp", "hp")])
mtcarsY <- mtcars$mpg
mtcarsMod2 <- glmnet(mtcarsX, mtcarsY)
summary(as.numeric(predict(mtcarsMod, mtcars) -
summary(as.numeric(predict(mtcarsMod, mtcars) -
predict(mtcarsMod2, mtcarsX)))
```

Expand Down Expand Up @@ -98,13 +98,13 @@ df3 <- makeSampleData(N=1000, P=10000)
library(microbenchmark)
res <- microbenchmark(
glmnet(y ~ ., df1, use.model.frame=TRUE),
glmnet(y ~ ., df1, use.model.frame=FALSE),
glmnet(y ~ ., df2, use.model.frame=TRUE),
glmnet(y ~ ., df2, use.model.frame=FALSE),
glmnet(y ~ ., df3, use.model.frame=TRUE),
glmnet(y ~ ., df1, use.model.frame=TRUE),
glmnet(y ~ ., df1, use.model.frame=FALSE),
glmnet(y ~ ., df2, use.model.frame=TRUE),
glmnet(y ~ ., df2, use.model.frame=FALSE),
glmnet(y ~ ., df3, use.model.frame=TRUE),
glmnet(y ~ ., df3, use.model.frame=FALSE),
times=10
times=10
)
print(res, unit="s", digits=2)
```
Expand Down Expand Up @@ -186,7 +186,7 @@ leukMod
`cva.glmnet` uses the algorithm described in the help for `cv.glmnet`, which is to fix the distribution of observations across folds and then call `cv.glmnet` in a loop with different values of $\alpha$. Optionally, you can parallelise this outer loop, by setting the `outerParallel` argument to a non-NULL value. Currently, glmnetUtils supports the following methods of parallelisation:

- Via `parLapply` in the parallel package. To use this, set `outerParallel` to a valid cluster object created by `makeCluster`.
- Via `rxExec` as supplied by [Microsoft R Server's](https://www.microsoft.com/en-au/sql-server/machine-learning-server) RevoScaleR package. To use this, set `outerParallel` to a valid compute context created by `RxComputeContext`, or a character string specifying such a context.
- Via `rxExec` as supplied by the (now retired) RevoScaleR package from Microsoft R Server. To use this, set `outerParallel` to a valid compute context created by `RxComputeContext`, or a character string specifying such a context.

If the outer loop is run in parallel, `cva.glmnet` can check if the inner loop (over $\lambda$) is also set to run in parallel, and disable this if it would lead to contention for cores.

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