Top "Lasso-regression" questions

Lasso regression is a form of regression analysis used for variable selection and regularization.

Lasso error in glmnet NA/NaN/Inf

I'm having an issue with glmnet in that I keep getting the error message "Error in elnet(x, is.sparse, …

r glmnet lasso-regression
Using LASSO in R with categorical variables

I've got a dataset with 1000 observations and 76 variables, about twenty of which are categorical. I want to use LASSO on …

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Lasso r code - what is wrong with it?

I am attempting to carry out lasso regression using the lars package but can not seem to get the lars …

r regression lasso-regression lars
How to perform logistic lasso in python?

The scikit-learn package provides the functions Lasso() and LassoCV() but no option to fit a logistic function instead of a …

python scikit-learn logistic-regression lasso-regression
Big matrix to run glmnet()

I am having a problem to run glmnet lasso with a wide data set. My data has N=50, but p &…

r glmnet lasso-regression model.matrix
How to calculate R Squared value for Lasso regression using glmnet in R

I am performing lasso regression in R using glmnet package: fit.lasso <- glmnet(x,y) plot(fit.lasso,…

r linear-regression glmnet lasso-regression
Is LASSO regression implemented in Statsmodels?

I would love to use a linear LASSO regression within statsmodels, so to be able to use the 'formula' notation …

python regression statsmodels lasso-regression
what does the option normalize = True in Lasso sklearn do?

I have a matrix where each column has mean 0 and std 1 In [67]: x_val.std(axis=0).min() Out[70]: 0.99999999999999922 In [71]: x_…

python machine-learning scikit-learn lasso-regression
How does glmnet handle NA values?

How does glmnet in the R package 'glmnet' handle NA values? Or can it not tolerate NA values?

r na glmnet lasso-regression
Why calculating MSE in lasso regression gives different outputs?

I am trying to run different regression models on the Prostate cancer data from the lasso2 package. When I use …

r machine-learning glmnet lasso-regression mean-square-error