I am using cv.glmnet from glmnet package for logistic regression. my dataset is very imbalanced, 5% sample from one group, the rest from the other. I'm wondering when doing cv.glmnet for choosing lambda, is every fold having the same ratio for two groups(every fold has 5% sample from one group, the rest from the other in my case), or just random?
many thanks yan -- View this message in context: http://r.789695.n4.nabble.com/cross-validation-in-glmnet-tp4629919.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.