Convenience constructor for the stglmnet= list accepted by
lss(method = "stglmnet").
Advanced fields accepted through ... are validated; unknown fields are
rejected so misspelled scientific controls cannot be silently ignored.
Usage
stglmnet_options(
mode = c("cv", "fixed"),
alpha = 0.2,
lambda = NULL,
overlap_strategy = c("none", "multiplicative", "additive", "hybrid", "threshold"),
pool_to_mean = FALSE,
pool_strength = 1,
pool_mean_penalty = 0,
whiten = c("inherit", "auto", "never", "always"),
cv_folds = 5L,
cv_type.measure = c("auto", "mse", "correlation", "reliability", "composite"),
cv_select = c("optimal", "1se"),
return_fit = FALSE,
...
)Arguments
- mode
"cv"(default) selects lambda by internal cross-validation, while"fixed"uses the supplied lambda sequence or the smallest fitted lambda when no scalar is provided.- alpha
Elastic-net mixing parameter passed to
glmnet.- lambda
Optional lambda sequence (or scalar in fixed mode), in the original response coordinates used by
glmnet. WhenNULL, Gaussian responses are divided by one pooled RMS after nuisance projection before fitting the automatic path. The same scale is reused in every CV fold; coefficients, predictions and MSE are returned in original response units. Automatic lambda values use normalized-response coordinates, recorded infit$lambda_scaleandfit$response_scalewhenreturn_fit = TRUE. They are not interchangeable with explicitly supplied raw-response lambdas.- overlap_strategy
Trial-overlap penalty mapping. One of
"none","multiplicative","additive","hybrid", or"threshold".- pool_to_mean
Logical; reparameterize trial effects into a pooled mean plus orthogonal contrasts.
- pool_strength
Penalty multiplier applied to pooled contrasts.
- pool_mean_penalty
Penalty applied to the pooled mean coefficient.
- whiten
One of
"inherit"(default),"auto","never", or"always"."inherit"uses the top-levelprewhiten=argument only.- cv_folds
Number of folds used when
mode = "cv".- cv_type.measure
Cross-validation objective.
- cv_select
Lambda selection rule in CV mode.
"optimal"uses the best-scoring lambda,"1se"applies the one-standard-error rule.- return_fit
Logical; when
TRUE,lss(method="stglmnet")returns a list containingbeta, fit metadata, and the selected lambda.- ...
Certified advanced backend fields such as graph-pooling, overlap-strength, fold, and whitening controls. Unknown names are rejected.
Details
The internal cross-validation scores tune the estimator. They use a shared response scale and full-data nuisance projection; reliability also compares fold estimates with the full-data fit. These scores are not an unbiased held-out assessment of predictive performance.
Examples
stglmnet_options(mode = "fixed", lambda = 0.05, alpha = 0.5)
#> $mode
#> [1] "fixed"
#>
#> $run_id
#> NULL
#>
#> $alpha
#> [1] 0.5
#>
#> $lambda
#> [1] 0.05
#>
#> $family
#> NULL
#>
#> $standardize
#> [1] FALSE
#>
#> $intercept
#> [1] FALSE
#>
#> $overlap_strategy
#> [1] "none"
#>
#> $overlap_strength
#> [1] 1
#>
#> $overlap_mix
#> [1] 0.5
#>
#> $overlap_threshold
#> [1] 0.75
#>
#> $overlap_exponent
#> [1] 1
#>
#> $graph_pool
#> [1] FALSE
#>
#> $graph_strength
#> [1] 1
#>
#> $graph_exponent
#> [1] 1
#>
#> $graph_mean_penalty
#> [1] 0.2
#>
#> $graph_metric
#> [1] "corr"
#>
#> $graph_scale_by_overlap
#> [1] TRUE
#>
#> $pool_to_mean
#> [1] FALSE
#>
#> $pool_strength
#> [1] 1
#>
#> $pool_mean_penalty
#> [1] 0
#>
#> $pool_scale_by_overlap
#> [1] TRUE
#>
#> $nuisance_penalty
#> [1] 0
#>
#> $whiten
#> [1] "inherit"
#>
#> $whiten_threshold
#> [1] 0.15
#>
#> $prewhiten_args
#> $prewhiten_args$method
#> [1] "ar"
#>
#> $prewhiten_args$p
#> [1] 1
#>
#> $prewhiten_args$pooling
#> [1] "global"
#>
#>
#> $cv_folds
#> [1] 5
#>
#> $cv_type.measure
#> [1] "auto"
#>
#> $cv_fold_scheme
#> [1] "run"
#>
#> $cv_select
#> [1] "optimal"
#>
#> $overlap_low_threshold
#> [1] 0.12
#>
#> $composite_weights
#> mse correlation reliability
#> 0.4 0.3 0.3
#>
#> $return_fit
#> [1] FALSE
#>
#> attr(,"class")
#> [1] "fmrilss_stglmnet_options" "list"