Something wrong in fitrlinear with ridge regularization?

3 次查看（过去 30 天）

Peter He 2022-3-28

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1682569-something-wrong-in-fitrlinear-with-ridge-regularization

回答： Peter He 2023-12-31

PredictValuesUsingRidgeRegressionExample.mlx

There is something wrong in the attached code. I couldn't figure out where it went wrong. Any help is highly appreciated!

5 个评论
显示 3更早的评论隐藏 3更早的评论

Biral Pradhan 2022-9-28

The "fitrlinear" method uses iterative solvers that converge subject to tolerances on beta coefficients and gradient. In this case, optimization doesn't occur because the first step does not move the beta estimates away from the initial zero values far enough. Kindly set the "BetaTolerance" parameter to a lower value, say 1e-6 in order to resolve this issue. For more information, kindly follow the below documentation link:

https://in.mathworks.com/help/stats/fitrlinear.html#d124e418872

I would also recommend setting "Verbose" to 1 in order to obtain more information throughout the optimization process.

Peter He 2023-12-31

Thank you Biral. That indeed was the problem. Here is a link to a related question that I asked and got a similar answer to it. But I was able to verify the problem using that example.

https://www.mathworks.com/matlabcentral/answers/1689650-another-example-where-fitrlinear-performs-badly-and-i-don-t-know-where-the-problem-is#answer_1380091

Thanks again.

Peter

请先登录，再进行评论。

请先登录，再回答此问题。

采纳的回答

Peter He 2023-12-31

0
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1682569-something-wrong-in-fitrlinear-with-ridge-regularization#answer_1380896

Thank you Biral. That indeed was the problem. Here is a link to a related question that I asked and got a similar answer to it. But I was able to verify the problem using that example.

https://www.mathworks.com/matlabcentral/answers/1689650-another-example-where-fitrlinear-performs-badly-and-i-don-t-know-where-the-problem-is#answer_1380091

Thanks again.

Peter