Trying to use R cv.glmnet() for cross validation on loans data. I have a data set on loan data (Kaggle) and have already split into train, test. Separated the y response from the predictive variables in select(1) and select(-1). Created matrix so as to avoid the "Error in storage.mode(y) <- "double" : 'list' object cannot be coerced to type 'double' " problem earlier.
Now seeking to run cv.glmnet() for cross validation, but this error stops me now.
"Error in y - predmat : non-numeric argument to binary operator"
Error in non-numeric argument, yet all my data is numeric, save for one factor for response y.
As a side question, what is the predmat in "y - predmat" refer to?
x_vars <- as.matrix(data.sample.train.split %>% select(-1))
y_resp <- as.matrix(data.sample.train.split %>% select(1))
cv_output <- cv.glmnet(x_vars, y_resp, type.measure = "deviance", nfolds = 5)
cv_output <- cv.glmnet(x_vars, y_resp,
type.measure = "deviance",
lambda = NULL,
nfolds = 5)
I am also considering to try this function:
ddd.lasso <- cv.glmnet(x_vars, y_resp, alpha = 1, family = "binomial")
ddd.model <- glmnet(x_vars, y_resp, alpha = 1, family = "binomial", lambda = ddd.lasso$lambda.min)
Data sample is as follows, just some of the columns:
c("loan_amnt", "funded_amnt",
"funded_amnt_inv", "grade", "emp_length", "annual_inc", "dti",
"mths_since_last_delinq", "mths_since_last_record", "open_acc",
"pub_rec", "revol_bal", "revol_util", "total_acc", "out_prncp",
"out_prncp_inv", "total_pymnt", "total_pymnt_inv", "total_rec_prncp",
"total_rec_int", "total_rec_late_fee", "recoveries", "collection_recovery_fee",
"last_pymnt_amnt", "collections_12_mths_ex_med", "acc_now_delinq"
)))
loan_amnt funded_amnt funded_amnt_inv grade emp_length annual_inc dti
3 10000 10000 10000.000 60 10 49200.00 20.00
10 10000 10000 10000.000 60 4 42000.00 18.60
14 20250 20250 19142.161 60 3 43370.00 26.53
17 15000 15000 15000.000 80 2 92000.00 29.44
18 4000 4000 4000.000 80 10 106000.00 5.63
31 4400 4400 4400.000 40 10 55000.00 20.01
35 10000 10000 10000.000 100 10 60000.00 12.74
37 25600 25600 25350.000 80 9 110000.00 15.71
41 10000 10000 10000.000 80 1 39000.00 18.58
64 9200 9200 9200.000 80 2 60000.00 19.96
72 7000 7000 7000.000 80 4 39120.00 21.01
74 3500 3500 3500.000 100 10 83000.00 2.31
77 9500 9500 9500.000 100 7 50000.00 8.18
89 10000 10000 10000.000 100 1 43000.00 25.26
98 7000 7000 7000.000 80 1 30000.00 15.80
112 21600 21600 20498.266 20 8 60000.00 16.74
117 7200 7200 7200.000 80 5 48000.00 17.43
118 12000 12000 11975.000 60 1 57000.00 10.86
125 10000 10000 10000.000 100 5 70000.00 16.78
126 8000 8000 8000.000 60 3 28000.00 12.60
128 6000 6000 6000.000 60 10 94800.00 24.53
138 35000 35000 35000.000 80 2 168000.00 3.17
144 14000 14000 14000.000 100 10 66000.00 11.15
149 3000 3000 3000.000 60 5 71000.00 21.84
152 12000 12000 11975.000 80 2 60000.00 15.50
153 6000 6000 6000.000 100 3 34000.00 14.51
155 7000 7000 7000.000 80 7 82000.00 12.00
166 24250 18100 18075.000 -1 7 120000.00 12.96
170 2500 2500 2500.000 80 7 29000.00 18.70
172 4225 4225 4225.000 80 5 55200.00 17.61
180 6000 6000 6000.000 60 5 50000.00 15.58
192 5000 5000 5000.000 80 5 38004.00 23.78
193 8000 8000 8000.000 80 3 31000.00 16.22
199 12000 12000 12000.000 80 4 40000.00 22.20
203 3200 3200 3200.000 80 9 61200.00 2.16
209 5000 5000 5000.000 80 2 70000.00 20.06
220 13250 13250 13250.000 40 10 52000.00 23.70
224 12000 12000 12000.000 100 10 68000.00 7.08
mths_since_last_delinq mths_since_last_record open_acc pub_rec revol_bal revol_util
3 35 59 10 0 5598 21.0
10 61 114 14 0 24043 70.2
14 18 107 8 0 17813 85.6
17 54 79 8 0 13707 93.9
18 18 97 12 0 6110 37.7
31 68 119 7 0 25237 99.0
35 37 93 11 0 14019 19.5
37 11 118 11 0 26088 62.0
41 58 17 5 0 12874 72.7
64 39 95 8 0 23299 78.7
72 26 33 8 1 9414 52.4
74 35 59 6 0 3092 13.4
77 46 118 8 0 13422 60.5
89 59 105 8 0 8215 37.2
98 68 101 7 0 15455 47.6
112 23 26 6 0 13354 78.1
117 24 19 7 0 16450 80.2
118 47 87 7 0 9273 81.5
125 32 92 9 0 10770 69.0
126 66 112 8 0 6187 54.3
128 10 101 13 0 71890 95.9
138 22 97 16 0 1099 1.4
144 26 102 7 0 12095 35.4
149 59 103 4 0 15072 88.7
152 46 94 7 0 12168 85.7
153 70 81 9 0 13683 64.8
155 79 83 6 0 25334 71.6
166 66 118 7 0 31992 99.0
170 63 99 5 0 2668 66.7
172 69 104 6 0 4055 73.7
180 49 94 8 0 7361 83.6
192 5 85 12 0 10023 57.3
193 28 77 13 0 2751 34.4
199 78 109 9 0 16273 55.5
203 79 113 5 1 2795 33.3
209 27 62 14 0 13543 54.2
220 70 86 8 0 15002 91.5
224 21 70 7 0 15433 55.6
total_acc out_prncp out_prncp_inv total_pymnt total_pymnt_inv total_rec_prncp
3 37 0 0 12226.302 12226.30 10000.00
10 28 0 0 12519.260 12519.26 10000.00
14 22 0 0 27663.043 25417.68 20250.00
17 31 0 0 15823.480 15823.48 15000.00
18 44 0 0 4484.790 4484.79 4000.00
31 11 0 0 5626.893 5626.89 4400.00
35 18 0 0 10282.670 10282.67 10000.00
37 27 0 0 29695.623 29405.63 25600.00
41 10 0 0 11474.760 11474.76 10000.00
64 19 0 0 10480.840 10480.84 9200.00
72 26 0 0 7932.300 7932.30 7000.00
74 28 0 0 3834.661 3834.66 3500.00
77 13 0 0 10493.710 10493.71 9500.00
89 16 0 0 11264.010 11264.01 10000.00
98 11 0 0 8452.257 8452.26 7000.00
112 21 0 0 27580.750 24853.63 21600.00
117 10 0 0 8677.156 8677.16 7200.00
118 11 0 0 14396.580 14366.62 12000.00
125 18 0 0 10902.910 10902.91 10000.00
126 11 0 0 8636.820 8636.82 8000.00
128 30 0 0 7215.050 7215.05 6000.00
138 22 0 0 38059.760 38059.76 35000.00
144 46 0 0 15450.084 15450.08 14000.00
149 14 0 0 3723.936 3723.94 3000.00
152 21 0 0 13919.414 13890.44 12000.00
153 16 0 0 6857.261 6857.26 6000.00
155 31 0 0 8290.730 8290.73 7000.00
166 20 0 0 22188.250 22157.63 18100.00
170 13 0 0 2894.740 2894.74 2500.00
172 12 0 0 5081.023 5081.02 4225.00
180 14 0 0 7325.299 7325.30 6000.00
192 17 0 0 6534.430 6534.43 5000.00
193 29 0 0 8306.470 8306.47 8000.00
199 23 0 0 14006.680 14006.68 12000.00
203 17 0 0 3709.193 3709.19 3200.00
209 26 0 0 5501.160 5501.16 5000.00
220 18 0 0 15650.390 15650.39 13250.00
224 34 0 0 12554.010 12554.01 12000.00
total_rec_int total_rec_late_fee recoveries collection_recovery_fee last_pymnt_amnt
3 2209.33 16.97000 0 0 357.48
10 2519.26 0.00000 0 0 370.46
14 7413.04 0.00000 0 0 6024.09
17 823.48 0.00000 0 0 2447.05
18 484.79 0.00000 0 0 2638.77
31 1226.89 0.00000 0 0 162.44
35 282.67 0.00000 0 0 8762.05
37 4095.62 0.00000 0 0 838.27
41 1474.76 0.00000 0 0 5803.94
64 1280.84 0.00000 0 0 365.48
72 932.30 0.00000 0 0 4235.03
74 334.66 0.00000 0 0 107.86
77 993.71 0.00000 0 0 5378.43
89 1264.01 0.00000 0 0 4.84
98 1452.26 0.00000 0 0 238.06
112 5980.75 0.00000 0 0 17416.49
117 1462.16 15.00000 0 0 19.26
118 2396.58 0.00000 0 0 5359.38
125 902.91 0.00000 0 0 4152.52
126 636.82 0.00000 0 0 6983.56
128 1215.05 0.00000 0 0 1960.88
138 3059.76 0.00000 0 0 272.59
144 1450.08 0.00000 0 0 2133.17
149 723.94 0.00000 0 0 107.29
152 1919.41 0.00000 0 0 395.05
153 857.26 0.00000 0 0 198.16
155 1290.73 0.00000 0 0 2454.29
166 4088.25 0.00000 0 0 16499.75
170 394.74 0.00000 0 0 1168.50
172 856.02 0.00000 0 0 146.48
180 1325.30 0.00000 0 0 215.51
192 1534.43 0.00000 0 0 1561.93
193 306.47 0.00000 0 0 7778.22
199 2006.68 0.00000 0 0 5971.51
203 509.19 0.00000 0 0 317.41
209 501.16 0.00000 0 0 3833.62
220 2400.39 0.00000 0 0 9026.78
224 554.01 0.00000 0 0 473.95
collections_12_mths_ex_med acc_now_delinq
3 0 0
10 0 0
14 0 0
17 0 0
18 0 0
31 0 0
35 0 0
37 0 0
41 0 0
64 0 0
72 0 0
74 0 0
77 0 0
89 0 0
98 0 0
112 0 0
117 0 0
118 0 0
125 0 0
126 0 0
128 0 0
138 0 0
144 0 0
149 0 0
152 0 0
153 0 0
155 0 0
166 0 0
170 0 0
172 0 0
180 0 0
192 0 0
193 0 0
199 0 0
203 0 0
209 0 0
220 0 0
224 0 0
Looks like a incorrect glmnet family, I accidently chose the default 'deviance' for cv.glmnet, when in fact my data was binomial. My next solution is to figure out "Convergence for 1th lambda value not reached after maxit=100000 iterations; solutions for larger lambdas returned"
Code that improved the solution:
cv.lasso <- cv.glmnet(x_vars, y_resp, alpha = 1, family = "binomial", nfolds = 5)
cv.model <- glmnet(x_vars, y_resp, alpha = 1, relax=TRUE, family="binomial", lambda=cv.lasso$lambda.min)