使用glmnet之前如何进行所有交互

问题描述

我有一个8列的x矩阵.我想运行glmnet进行套索回归.我知道我需要打电话:

I have an x-matrix of 8 columns. I want to run glmnet to do a lasso regression. I know I need to call:

glmnet(x, y, family = "binomial", ...). 

但是，如何获得x来考虑所有单向交互?我是否必须手动重新制作数据框:如果是，是否有更简单的方法?我想我希望使用R公式来做些事情.

However, how do I get x to consider all one way interactions as well? Do I have to manually remake the data frame: if so, is there an easier way? I suppose I was hoping to do something using an R formula.

推荐答案

是的，有一种简便的方法.其中的两个步骤很重要.

Yes, there is a convenient way for that. Two steps in it are important.

library(glmnet)
# Sample data
data <- data.frame(matrix(rnorm(9 * 10), ncol = 9))
names(data) <- c(paste0("x", 1:8), "y")
# First step: using .*. for all interactions
f <- as.formula(y ~ .*.)
y <- data$y
# Second step: using model.matrix to take advantage of f
x <- model.matrix(f, data)[, -1]
glmnet(x, y)

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