[R] cross validation in glmnet

yan y.jiao at ucl.ac.uk
Mon May 14 14:38:14 CEST 2012


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

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