Avoiding the Media coeffs to go to 0 #279
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Hi, I see that sometimes, among all the pareto optimal solutions, the coeffs of some media are being forced to 0. Is there any parameter that can be set to avoid that? I have set the sign to be 'positive'. On reading through the glmnet documentation, I see a 'penalty.factor' parameter that can be used to influence which parameters go to 0. Is this a good place to start? Any ideas are appreciated. |
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Replies: 1 comment
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Hi, thanks for trying out Robyn. Please check out our standard answer to this first #163 (comment) In general, we'll consider include penalty.factor into hyperparameters to be selected automatically. But even with this, if a media has 0 correlation with the dependent, effect will remain 0. |
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Hi, thanks for trying out Robyn. Please check out our standard answer to this first #163 (comment)
In general, we'll consider include penalty.factor into hyperparameters to be selected automatically. But even with this, if a media has 0 correlation with the dependent, effect will remain 0.