Lasso with no intercept
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Hi all, I want to use the lasso function in the statistics toolbox but with no intercept. Kind of forcing the \beta_0 to be zero. Is there an easy way to do that ? Cheers, Ahmed
回答（5 个）
Dani Klein
2020-5-11
1 个投票
I was having the same problem, and as Yu Bai mentioned, the official documentation
B = lasso(X,y,'Lambda',lambda,'Intercept',false).
It occured to me that the documentation of MATLAB R2019b did not say this. Therefore, I thought that it might be new in the 2020a version and I was right. I updated the software, implemented it, and it works. So you should consider the update.
Thomas Barrios
2014-8-17
0 个投票
I want to know the answer to this as well.
Yu Bai
2020-5-11
0 个投票
It is a bit strange as official documentation of lasso contains an "Intercept" option but actually it is not implemented.
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2020-5-11
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