Projpred: Non-Convergence of Predictive Performance with Reference Model

Oh, wait. If I recall correctly, you are using custom search_terms, right? This in combination with the search being terminated before the full model is reached (due to CV Varsel Error: Infinite or missing values in 'x' - #8 by fweber144) could explain the non-convergence. Could you maybe try with the default of search_terms = NULL?

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