Plot prediction errors vs model size using forward stepwise and cross validation
I need to plot the prediction errors by model size using cross validation, after doing forward selection. I have subset the data in half and used the leaps package to find the best model for each size. However, I cannot figure out how to get the necessary prediction errors. The code I tried gives an error:
1 linear dependencies foundError in val_matrix[, names(coefi)] : subscript out of bounds
n = 400
p = 200
s = 10
X = matrix(rnorm(n*p),n,p)
X = scale(X, center = FALSE, scale = sqrt(colSums(X^2)))
beta = c(rep(5,10), rep(0,p-10))
Y = X%*%beta + rnorm(n)
tr <- sample(1:400, 200, replace = FALSE)
train <- X[tr,]
validation <- X[-tr,]
d <- regsubsets(Y[tr,]~train, nvmax=30, data = as.data.frame(train), method = c("forward"))
val_matrix <- model.matrix(Y[-tr,]~validation, data = as.data.frame(validation))
val_errors = rep(0,30)
for (i in 1:30)
coefi = coef(d, id=i)
predi = val_matrix[,names(coefi)]%*%coefi
val_errors[i] = Y[-tr,] - predi
r regression
edited Nov 13 '18 at 5:02
DTYK
7021119
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
add a comment |
I need to plot the prediction errors by model size using cross validation, after doing forward selection. I have subset the data in half and used the leaps package to find the best model for each size. However, I cannot figure out how to get the necessary prediction errors. The code I tried gives an error:
1 linear dependencies foundError in val_matrix[, names(coefi)] : subscript out of bounds
n = 400
p = 200
s = 10
X = matrix(rnorm(n*p),n,p)
X = scale(X, center = FALSE, scale = sqrt(colSums(X^2)))
beta = c(rep(5,10), rep(0,p-10))
Y = X%*%beta + rnorm(n)
tr <- sample(1:400, 200, replace = FALSE)
train <- X[tr,]
validation <- X[-tr,]
d <- regsubsets(Y[tr,]~train, nvmax=30, data = as.data.frame(train), method = c("forward"))
val_matrix <- model.matrix(Y[-tr,]~validation, data = as.data.frame(validation))
val_errors = rep(0,30)
for (i in 1:30)
coefi = coef(d, id=i)
predi = val_matrix[,names(coefi)]%*%coefi
val_errors[i] = Y[-tr,] - predi
r regression
edited Nov 13 '18 at 5:02
DTYK
7021119
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
add a comment |
I need to plot the prediction errors by model size using cross validation, after doing forward selection. I have subset the data in half and used the leaps package to find the best model for each size. However, I cannot figure out how to get the necessary prediction errors. The code I tried gives an error:
1 linear dependencies foundError in val_matrix[, names(coefi)] : subscript out of bounds
n = 400
p = 200
s = 10
X = matrix(rnorm(n*p),n,p)
X = scale(X, center = FALSE, scale = sqrt(colSums(X^2)))
beta = c(rep(5,10), rep(0,p-10))
Y = X%*%beta + rnorm(n)
tr <- sample(1:400, 200, replace = FALSE)
train <- X[tr,]
validation <- X[-tr,]
d <- regsubsets(Y[tr,]~train, nvmax=30, data = as.data.frame(train), method = c("forward"))
val_matrix <- model.matrix(Y[-tr,]~validation, data = as.data.frame(validation))
val_errors = rep(0,30)
for (i in 1:30)
coefi = coef(d, id=i)
predi = val_matrix[,names(coefi)]%*%coefi
val_errors[i] = Y[-tr,] - predi
r regression
edited Nov 13 '18 at 5:02
DTYK
7021119
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
I need to plot the prediction errors by model size using cross validation, after doing forward selection. I have subset the data in half and used the leaps package to find the best model for each size. However, I cannot figure out how to get the necessary prediction errors. The code I tried gives an error:
1 linear dependencies foundError in val_matrix[, names(coefi)] : subscript out of bounds
n = 400
p = 200
s = 10
X = matrix(rnorm(n*p),n,p)
X = scale(X, center = FALSE, scale = sqrt(colSums(X^2)))
beta = c(rep(5,10), rep(0,p-10))
Y = X%*%beta + rnorm(n)
tr <- sample(1:400, 200, replace = FALSE)
train <- X[tr,]
validation <- X[-tr,]
d <- regsubsets(Y[tr,]~train, nvmax=30, data = as.data.frame(train), method = c("forward"))
val_matrix <- model.matrix(Y[-tr,]~validation, data = as.data.frame(validation))
val_errors = rep(0,30)
for (i in 1:30)
coefi = coef(d, id=i)
predi = val_matrix[,names(coefi)]%*%coefi
val_errors[i] = Y[-tr,] - predi
r regression
r regression
edited Nov 13 '18 at 5:02
DTYK
7021119
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
edited Nov 13 '18 at 5:02
DTYK
7021119
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
edited Nov 13 '18 at 5:02
DTYK
7021119
edited Nov 13 '18 at 5:02
DTYK
7021119
edited Nov 13 '18 at 5:02
DTYK
7021119
7021119
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
asked Nov 13 '18 at 4:29
Danny KatzDanny Katz
12
12
add a comment |
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function ()
StackExchange.using("externalEditor", function ()
StackExchange.using("snippets", function ()
StackExchange.snippets.init();
);
);
, "code-snippets");
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "1"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53273842%2fplot-prediction-errors-vs-model-size-using-forward-stepwise-and-cross-validation%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Stack Overflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53273842%2fplot-prediction-errors-vs-model-size-using-forward-stepwise-and-cross-validation%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
