Figure 1

Ten-fold cross-validation for the deviance with error bars of the group Lasso logistic regression model across various values of the tuning parameter λ (log-scale). The total number of covariates is 31 and the corresponding number of dummy variables is 53. The minimum cross-validated deviance reached 1.35 when the log of λ is −3.29, which is the corresponding optimal model. R software 3.4.2 was used to produce this image.