library(glmnet)
# make iris dataset a binary dataset
iris.mdy <- iris[iris$Species != 'versicolor',]
iris.mdy$Species <- as.character(iris.mdy$Species)
# level virginica is the target class
iris.mdy$Species <- as.factor(iris.mdy$Species)
cv.fit <- cv.glmnet(x=as.matrix(iris.mdy[, 1:4]),
y=iris.mdy$Species,
family = 'binomial',
type.measure="auc"
)
plot(cv.fit)
# coefficients of each varibale
coefficient<-coef(cv.fit$glmnet.fit, s=cv.fit$lambda.min)
# predict the fitted probability of each test observation
predict(cv.fit$glmnet.fit,
as.matrix(iris.mdy[1:5, 1:4]),
type = 'response',
s=cv.fit$lambda.min)