Why is caret assuming BestModel = the one who minimize the CV-metric and not the minimum+1se like in LASSO?

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慢半拍i
慢半拍i 2021-01-02 18:04

Usually, when approaching to LASSO, the best hyperparameter lambda is assumed to be lambda.1se (in the glmnet package), which is the lambda minimizing/maxining the CV-metric

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