2
votes
The ideal function in R for fit fitting n LASSO Regressions on n data sets
A common choice would be the glmnet package which has "extremely efficient procedures for fitting the entire lasso or elastic-net regularization path for linear regression."
Within the ...
- 18.8k
1
vote
Accepted
The ideal function in R for fit fitting n LASSO Regressions on n data sets
Brian Spiering's answer was correct Marlen, however, I clicked on the link you posted in a comment below his answer and spotted the problem. You have alpha = 0 instead of alpha = 1, not sure if this ...
- 264
Only top scored, non community-wiki answers of a minimum length are eligible
Related Tags
lasso × 48machine-learning × 14
regression × 14
scikit-learn × 12
regularization × 12
linear-regression × 11
ridge-regression × 10
python × 7
feature-selection × 7
r × 5
research × 3
elastic-net × 3
dataset × 2
machine-learning-model × 2
feature-scaling × 2
cost-function × 2
sparsity × 2
neural-network × 1
classification × 1
time-series × 1
data-mining × 1
predictive-modeling × 1
data × 1
logistic-regression × 1
cross-validation × 1