Questions tagged [elastic-net]

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I am curious about the interpretation of the elastic Net coefficient

I want to discover the importance of variables in data through sklearn's Elactic Net. But I don't understand the exact meaning of coefficient. When training, I used alpha: 0.01585598, l1_ratio: 1.000. ...
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1answer
36 views

Using BERT for search engine with an Elastic Database

I want to make Documents search engine where the user will type a query and top n relevant documents should be shown. I want to use BERT for the searching and the first question is can i use it with ...
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0answers
162 views

Can elastic net l1 ratio be greater than 1?

I have multiple datasets that I trained with ElasticNetCV (sklearn), and I noticed that many of them selected l1_ratio = 1 as ...
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0answers
20 views

Should I normalize the dependent variable in a penalized linear regression model?

When I compute penalized regression on the data without normalizing using the glmnet package in R, the lambda values and RMSE generated in lasso, ridge, and elastic net are unreasonably large. The ...
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2answers
214 views

What is the meaning of the sparsity parameter

Sparse methods such as LASSO contain a parameter $\lambda$ which is associated with the minimization of the $l_1$ norm. Higher the value of $\lambda$ ($>0$) means that more coefficients will be ...
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1answer
35 views

ElasticNet Convergence odd behavior

I am optimizing a model using ElasticNet, but am getting some odd behavior. When I set the tolerance hyperparameter with a small value, I get ...
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3answers
6k views

What needs to be done to make n_jobs work properly on sklearn? in particular on ElasticNetCV?

The constructor of sklearn.linear_model.ElasticNetCV takesn_jobs as an argument. Quoting the documentation here n_jobs: int, ...
2
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0answers
127 views

Platt Scaling vs Isotonic Regression for reliability curve

I am learning classifier probability calibrations and have calibrated an eleastic net model using both Platt scaling and isotonic regression. As you can see in the attached image Platt scaling (on the ...