The elastic-net tag has no wiki summary.
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Coding an adaptive elastic net in Matlab
I've coded an adaptive lasso based on Zou 2006 and I'm in the process of figuring out how to implement the adaptive elastic net.
The L1 penalization has associated weights $w_j$, proportional to the ...
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111 views
Are penalized regression techniques greedy algorithms?
In other words, is it feasible any of the various penalized regression techniques (such as ridge regression, lasso, and elasticnet) could completely miss the optimal solution for a regression model ...
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314 views
Stepwise regression vs. elastic net
I understand that StepWise regression analysis has lots of limitations, including the assumption that the predictors are not highly correlated with each other. In fact, this limitation was the most ...
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1answer
56 views
Using standardized Y in Elastic Net
I have an Elastic Net model that is selecting a number of variables from X, for prediction of Y. The assumption for Elastic Net is that X is standardized (I'm using Z-Scores), and Y is centered around ...
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Calculating R-square for Elastic Net
I am trying to do "variable selection" using Elastic Net method (Matlab Lasso function with alpha of 0.5). I have 75 predictors in total (some are correlated with each other, hence using Elastic Net ...
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Strange definition of RSS for elastic net in scikit-learn (Python)
I've been reading the manual about GLM, specifically the one on the elastic net in this link, and they come up with the following function to minimize:
$$\frac{1}{2n}||Xw-y||^2_{2}+\alpha \rho ...
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313 views
Gradient descent and elastic-net logistic regression
I'm currently in the process of trying to understand the paper Regularization Paths for Generalized Linear Models via Coordinate Descent by Friedman et al. with regard to the regularization of ...
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251 views
Post processing random forests using regularised regression: what about bias?
I have been playing around with post processing the results of the random forest for regression machine learning algorithm in order to try and do better than the default mean of all trees prediction. ...
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Model stability when dealing with large $p$, small $n$ problem
Intro:
I have a dataset with a classical "large p, small n problem". The number available samples n=150 while the number of possible predictors p=400. The outcome is a continuous variable.
I want ...
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223 views
Open source implementation elastic net in C or C++
Can anyone provide or point me to a freely available implemention of Elastic Net in C or C++?
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1answer
278 views
How to select the final model with elastic net feature selection, cross validation and SVM?
I have a dataset of some 100 samples, each with >10,000 features, some of which highly correlated. Here's what I am doing currently.
Split the data set into three folds.
For each fold,
2.1 Run ...
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3answers
1k views
Cross validation with two parameters: elastic net case
I want to know the cross validation procedure to find the two parameters of elastic net presented by Zou and Hastie on the prostate dataset as example.
I can't improve the error rate lasso with k-fold ...
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181 views
Coordinate descent for binomial decision in elastic net for logistic regression
I'm looking to implement a coordinate descent solution to the Elastic Net (Friedman et al, 'Regularization paths for generalized linear models via coordinate descent') for logistic regression. The ...
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924 views
How is the intercept computed in GLMnet?
I've been implementing the GLMNET version of elastic net for linear regression with another software than R. I compared my results with the R function glmnet in lasso mode on diabetes data.
The ...
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2answers
532 views
Fitting an ARIMAX model with regularization or penalization (e.g. with the lasso, elastic net, or ridge regression)
I use the auto.arima() function in the forecast package to fit ARMAX models with a variety of covariates. However, I often have a large number of variables to select from and usually end up with a ...
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587 views
Coordinate descent for the lasso or elastic net
Are there any good papers or books dealing with the use of coordinate descent for L1 (lasso) and/or elastic net regularization for linear regression problems?
