Tidy a(n) glmnet object

Tidy summarizes information about the components of a model. A model component might be a single term in a regression, a single hypothesis, a cluster, or a class. Exactly what tidy considers to be a model component varies cross models but is usually self-evident. If a model has several distinct types of components, you will need to specify which components to return.

# S3 method for glmnet
tidy(x, return_zeros = FALSE, ...)

Arguments

x	A glmnet object returned from glmnet::glmnet().
return_zeros	Logical indicating whether coefficients with value zero zero should be included in the results. Defaults to FALSE.
...	Additional arguments. Not used. Needed to match generic signature only. Cautionary note: Misspelled arguments will be absorbed in ..., where they will be ignored. If the misspelled argument has a default value, the default value will be used. For example, if you pass conf.lvel = 0.9, all computation will proceed using conf.level = 0.95. Additionally, if you pass newdata = my_tibble to an augment() method that does not accept a newdata argument, it will use the default value for the data argument.

Value

A tibble::tibble with columns:

term

coefficient name (V1...VN by default, along with "(Intercept)")

step

which step of lambda choices was used

estimate

estimate of coefficient

lambda

value of penalty parameter lambda

dev.ratio

fraction of null deviance explained at each value of lambda

Details

Note that while this representation of GLMs is much easier to plot and combine than the default structure, it is also much more memory-intensive. Do not use for large, sparse matrices.

No augment method is yet provided even though the model produces predictions, because the input data is not tidy (it is a matrix that may be very wide) and therefore combining predictions with it is not logical. Furthermore, predictions make sense only with a specific choice of lambda.

See also

tidy(), glmnet::glmnet()

Other glmnet tidiers: glance.cv.glmnet, glance.glmnet, tidy.cv.glmnet

Examples

if (requireNamespace("glmnet", quietly = TRUE)) {

    library(glmnet)

    set.seed(2014)
    x <- matrix(rnorm(100*20),100,20)
    y <- rnorm(100)
    fit1 <- glmnet(x,y)

    tidy(fit1)
    glance(fit1)

    library(dplyr)
    library(ggplot2)

    tidied <- tidy(fit1) %>% filter(term != "(Intercept)")

    ggplot(tidied, aes(step, estimate, group = term)) + geom_line()
    ggplot(tidied, aes(lambda, estimate, group = term)) +
        geom_line() + scale_x_log10()

    ggplot(tidied, aes(lambda, dev.ratio)) + geom_line()

    # works for other types of regressions as well, such as logistic
    g2 <- sample(1:2, 100, replace=TRUE)
    fit2 <- glmnet(x, g2, family="binomial")
    tidy(fit2)
}
#> # A tibble: 947 x 5
#>    term         step estimate lambda dev.ratio
#>    <chr>       <dbl>    <dbl>  <dbl>     <dbl>
#>  1 (Intercept)     1  0.282   0.0906 -1.46e-15
#>  2 (Intercept)     2  0.281   0.0826  6.28e- 3
#>  3 V10             2  0.0138  0.0826  6.28e- 3
#>  4 V13             2 -0.0353  0.0826  6.28e- 3
#>  5 (Intercept)     3  0.279   0.0753  1.55e- 2
#>  6 V10             3  0.0538  0.0753  1.55e- 2
#>  7 V13             3 -0.0742  0.0753  1.55e- 2
#>  8 (Intercept)     4  0.277   0.0686  2.48e- 2
#>  9 V6              4  0.00225 0.0686  2.48e- 2
#> 10 V10             4  0.0907  0.0686  2.48e- 2
#> # … with 937 more rows