清空筛选条件
清空筛选条件

LASSO implementation in Matlab is incorrect?

1 次查看（过去 30 天）
Ari Paul
Ari Paul 2016-3-8
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.

请先登录，再回答此问题。

回答（0 个）

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