lambda. 1se : largest value of lambda such that error is within 1 standard error of the minimum. Which means that lambda. 1se gives the lambda , which gives an error ( cvm ) which is one standard error away from the minimum error.

What is Lambda min and Lambda 1se?

lambda. min is the value of λ that gives minimum mean cross-validated error, while lambda. 1se is the value of λ that gives the most regularized model such that the cross-validated error is within one standard error of the minimum.

What is a Glmnet?

Glmnet is a package that fits generalized linear and similar models via penalized maximum likelihood. … It fits linear, logistic and multinomial, poisson, and Cox regression models. It can also fit multi-response linear regression, generalized linear models for custom families, and relaxed lasso regression models.