Saturday, 7 September 2013

R, glmnet: Cannot produce replicable results in cv.glmnet -- set.seed doesn't do it

R, glmnet: Cannot produce replicable results in cv.glmnet -- set.seed
doesn't do it

Every time I run cv.glmnet I get slightly different results (e.g., optimal
lambda for model selection). Unlike most functions, set.seed() does not
solve the problem. Does anyone know the cause of or solution to the
problem?

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