Hi,

I am trying to use the glmnet package to do some simple feature selection.
 However,  I would ideally like to be able to specify the number of features
to return (the glmnet package, as far as I can tell, only allows
specification of a regularization parameter, lambda, that in turn returns a
model with a specific number of non-zero features).

Is there a straightforward way of calculating the lambda value that will
return a specific number of features? I realize there is a range of lambdas
that should give a certain number of non-zero features, but is there an easy
way of figuring out what this range is?

Thanks!

Brian

	[[alternative HTML version deleted]]

