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正则化

岭回归、LASSO、弹性网

为了提高在中低维数据集上的准确度,可以使用 lassoridge 进行正则化最小二乘回归。

为了减少在高维数据集上的计算时间,可以使用 fitrlinear 拟合正则化线性回归模型。

函数

lassoLasso or elastic net regularization for linear models
ridgeRidge regression
lassoPlotTrace plot of lasso fit
fitrlinearFit linear regression model to high-dimensional data
predictPredict response of linear regression model

RegressionLinearLinear regression model for high-dimensional data
RegressionPartitionedLinearCross-validated linear regression model for high-dimensional data

主题

Lasso Regularization

See how lasso identifies and discards unnecessary predictors.

Lasso and Elastic Net with Cross Validation

Predict the mileage (MPG) of a car based on its weight, displacement, horsepower, and acceleration using lasso and elastic net.

Wide Data via Lasso and Parallel Computing

Identify important predictors using lasso and cross-validation.

Lasso and Elastic Net

The lasso algorithm is a regularization technique and shrinkage estimator. The related elastic net algorithm is more suitable when predictors are highly correlated.

Ridge Regression

Ridge regression addresses the problem of multicollinearity (correlated model terms) in linear regression problems.