Find the optimal hyperparameters for an elastic net model from candidate performance metrics

Find the optimal hyperparameters for an elastic net model from candidate performance metrics

Usage

tof_find_best(performance_metrics, model_type, optimization_metric)

Arguments

performance_metrics

A tibble of performance metrics for an elastic net model (in wide format)

model_type

A string indicating which type of glmnet model was trained.

optimization_metric

A string indicating which performance metric should be used to select the optimal model.

Value

A tibble with 3 columns: "mixture", "penalty", and a column containing the chosen optimization metric. If the returned tibble has more than 1 column, it means that more than 1 mixture/penalty combination yielded the optimal result (i.e. the tuning procedure resulted in a tie).