lasso vs. ols

1 visualizzazione (ultimi 30 giorni)
Arek Majka
Arek Majka il 27 Ott 2016
For lambda = 0 lasso should give the same regression coefficients as ols but it does not... Why? [B, FitInfo]=lasso(X,y,'Lambda',0:0.01:1); B(:,1) (that corresponds to lambda = 0) should give the same results like output from regress or regstats... But it doesn't. Why?

Risposte (0)

Community Treasure Hunt

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

Start Hunting!

Translated by