What is the Lambda matrix in Lasso classification in Matlab?

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Benjamin
Benjamin 2019-3-15
Hi. My question is about the matrix of Lambda in Matlab when we are using the Lassoglm command. As lasso classification uses a penalty term as a constraint to shrink the coefficients of some variables to zero and it is using the formulation of
I need to know: lasso2.png
  • what is the values in the B matrix (B = lassoglm(X,Y))? Let's say B is a 15x100 matrix in which the 15 is the number of terms (X) and 100 is the number of Lambda?
  • I also need to know what does the Lambda matrix that Matlab provides, B, represent which of the parameters in the equation above?
  • can I use the Lambda matrix values, as coefficient for forming a logistic equation like ?
Thank you.

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