Thank you Max. I presume that in order to use caret with nnet and MaxNWts,
I would have to write my custom method for train that supports this new
argument.
>From what I read, when writing my custom method, I would need to define
functions "parameters", "model", "prediction", "prob" and "sort" and
James,
I did a fresh install from CRAN to get caret_5.15-61 and ran your code with
method.name = "nnet" and grid.len = 3.
I don't get an error, although there were issues:
In nominalTrainWorkflow(dat = trainData, info = trainInfo, ... :
There were missing values in resampled performance
The following code fails to train a nnet model in a random dataset using
caret:
nR <- 700
nCol <- 2000
myCtrl <- trainControl(method="cv", number=3, preProcOptions=NULL,
classProbs = TRUE, summaryFunction = twoClassSummary)
trX <- data.frame(replicate(nR, rnorm(nCol)))
trY <- runif(1)*trX[,1
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