title: Lambda's from glmnet (R) used in online SGD
body: <p>I'm using <code>cv.glmnet</code> from <code>glmnet</code> package (in <code>R</code>). In the outcome I get a vector of <code>lambda</code>'s (regularization parameter). I would like to use it in the online SGD algorithm. Is there a way of doing so and how?</p>
  
  <p>Any suggestion would be helpful.</p>
  
  <p>I am wondering how can I compare results (in the terms of a model's coefficients and regularization output parameter) in generalized linear model with l1 regularization and binomial distribution (logistic link function) that was calculated once in offline using cv.glmnet function from R package that I think uses Raphson-Newton estimation algorithm WITH online evaluating model of the same type but where the estimates are re-calculated after every new observation using stochastic-gradient-descent algorithm ( classic, type I ).</p>