I’m not seeing any documentation for such, but in
GLMNet.jl, I’m looking to do the following:
- Specify a validation set to train hyperparameters on, rather than just using cross-validation. I know CV is better, but I’m looking to do this for academic reasons.
- Train, either with CV or with a specified validation set, the alpha hyperparameter for ElasticNet.
How would I do either of these?