I have just started working with the glmnet package in R. I have s a dataset which has about 130,000 features and about 32000 rows of data. Here is the code to create the model
myModel = cv.glmnet(data.matrix(modelData), modelData$ACTION,
family="binomial", type.measure="auc", nfolds=5, alpha=1)
My question is, is it possible to print the final auc for this model? Can someone provide any sample code?
Any help will be appreciated