何用glmnet或lars包进行feature selection

 

#data
library(lars)
data(diabetes)
attach(diabetes)

#glmnet
library(glmnet)
library(foreach)
library(Matrix)
gt <- cv.glmnet(x, y, nfolds = 10)
# plot(gt)
gt.coef <- coef(gt$glmnet.fit, s = gt$lambda.1se)
gt.coef
gt.coef[which(gt.coef != 0)]
rownames(gt.coef)[which(gt.coef != 0)]