Azzera filtri
Azzera filtri

LASSO implementation in Matlab is incorrect?

1 visualizzazione (ultimi 30 giorni)
Ari Paul
Ari Paul il 8 Mar 2016
Matlab's Lasso() function seems to differ from textbook descriptions of Lasso. Lasso is "supposed" to add one variable at a time to the regression as the beta constraint is relaxed. But in matlab, multiple variables are often added at once. How exactly is matlab determining which variables to add? Why is it adding multiple variables simultaneously? Specifically, no matter how small I make the lambda increment and "zoom in" on a spot where variables are added, it always appears that 2+ variables are sometimes added to the equation simultaneously.

Risposte (0)

Tag

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by