lasso regression non-positive constraints

4 次查看（过去 30 天）
Rini
Rini 2014-11-6
编辑： John D'Errico 2018-3-31
Hello, I read about the l1_ls package http://stanford.edu/~boyd/l1_ls/ to solve large sparse problems. It has another version to solve lasso with non-negative constraints. I went through the code of both l1_ls and l1_ls_nonneg. But I am not sure what changes to make in the code to implement lasso with non-positive constraints. Can someone please help me?
Thanks so much!

请先登录，再回答此问题。

回答（1 个）

John D'Errico
John D'Errico 2018-3-31
编辑：John D'Errico 2018-3-31
Suppose you were to just negate your dependent variable?
Solve now, using non-negative solver. You already know how to use that.
Finally, negate the coefficients.

类别

在 Help Center 和 File Exchange 中查找有关 Linear Regression 的更多信息

标签

Community Treasure Hunt

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

Start Hunting!

Translated by