# context("HAL with screening for high-dimensional data") # set.seed(45791) # easily compute MSE # mse <- function(preds, y) { # mean((preds - y)^2) # } # generate simple test data # n <- 1000 # p <- 100 # x <- xmat <- matrix(rnorm(n * p), n, p) # y_prob <- plogis(3 * sin(x[, 1]) + 3 * sin(x[, 2])) # y <- rbinom(n = n, size = 1, prob = y_prob) # test_n <- 10000 # test_x <- matrix(rnorm(test_n * p), test_n, p) # test_y_prob <- plogis(3 * sin(test_x[, 1]) + sin(test_x[, 2])) # test_y <- rbinom(n = test_n, size = 1, prob = y_prob) # col_lists <- as.list(1:p) # i <- 1 # linear_glmnet <- suppressWarnings(glmnet( # x = cbind(y, y), y = y, family = "binomial", maxit = 1, # thresh = 0.01 # )) # linear_glmnet$lambda # TODO: test screening functionality