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I am working on lasso logistic regression and am trying to remove the intercept term from the penalty function. I have tried to use the mean centering theory but for logistic regression it can not be used.

Any suggestions on how to remove the intercept term?

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  • $\begingroup$ Are you using software? Building your own optimizer? Can you paste/sketch what you have done? $\endgroup$ – Heteroskedastic Jim Nov 16 '18 at 3:38
  • $\begingroup$ Use software that do not penalize the intercept. One example is glmnet (in R.) $\endgroup$ – kjetil b halvorsen May 18 '19 at 13:18

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