# Questions tagged [elastic-net]

A regularization method for regression models that combines the penalties of lasso and of ridge regression.

279 questions
Filter by
Sorted by
Tagged with
1 vote
105 views

### Elastic Net Collinearity

When performing linear regression it is often assumed that the predictors are independent with Gaussian noise: \begin{equation} Y = X\beta + \epsilon \quad \epsilon \sim \mathcal{N}(0, \sigma) \end{...
• 121
36 views

### Binary Classification using Machine Learning Models for longitudinal data in R

So I have longitudinal data with a binary target variable, and I'd like to perform binary classification using a random forest, xgboost, and glmnet (ridge/lasso/elastic net) model. Is this possible to ...
62 views

### logistic regression with independent variable not-normally distributed (but potentially normally distributed)

I have a question about logistic regression. I am trying to make a model to predict 0 or 1 from several continuous and categorical variables. I know that one continuous variable X is normally ...
• 21
1 vote
49 views

### Estimating size of validation cohort

We have generated an elastic net model on a small dataset, where we use gene expression data to calculate a biomarker score to discriminate patients with condition X vs controls. The dataset is too ...
• 85
25 views

### glmnet with weighted penalty

I need to fit a elastic net penalized logistic regression model in the form of Here W is a positive definite weight matrix. Since ...
• 283
25 views

### Elastic net grouping property in logistic regression

The grouping property of the elastic net is a well-known property. The elastic net groups highly correlated variables together in its coefficient estimates. In Theorem 1 of the elastic net paper (here)...
• 283
117 views

### In elastic net regularisation, will dividing the OLS term the number of observations cause misleading results when cross-validating?

Two formulations of the elastic net regression function Consider sklearn's implementation of elastic net regularisation (Wikipedia link). From the docs, it works by ...
• 51
110 views

### Number of samples in scikit-Learn cost function for Ridge/Lasso regression

I am using scikit-learn to train some regression models on data and noticed that the cost function for Lasso Regression is defined like this: , whereas the cost function for e.g. Ridge Regression is ...
1 vote
38 views

### Comparing an elastic net model with a nested linear regression

Suppose I have a linear model $y_i=\mathbf{x}_i\boldsymbol{\beta}+\mathbf{z}_i\boldsymbol{\gamma}+\epsilon_i$, where $\boldsymbol{\gamma}$ is subject to elastic net regularization. Now I have a nested ...
• 293
58 views

### How to understand regularised linear models

I'm working on a project using elastic nets for predicting a continuous variable using multiple attributes. I'm struggling to understand some of the underlying theory behind what I'm doing. I ...
• 31
69 views

### Multiple Imputation for Predictors Only, Excluding Missing Outcome Data

I am working with a dataset containing ~300 predictors and ~3000 observations and building a predictive model using elastic net (and hoping to generalize to an external validation set). While the ...
• 5
171 views

### Bayesian priors associated with regularization penalties

I gather that adding a penalty term to (linear) least squares minimization typically corresponds with choosing some prior for Bayes estimation in the normal linear regression model. A couple questions ...
• 353
1 vote
57 views

### how do I perform permutation testinging for a prediction model developed within caret package (R)?

I'm fairly new to data science/StackExchange, so please excuse any faux pas I'm trying to perform permutation testing for a chosen ML algorithm (an elastic-net logistic regression) to derive a p-value....
• 21
43 views

### Combining bootstrapping and cross validation for predicting sensitivity to drugs in Barretina et al., 2012

Also posted on https://discourse.datamethods.org/t/combining-bootstrapping-and-cross-validation-for-predicting-sensitivity-to-drugs-in-barretina-et-al-2012/5093. Was curious for any additional inputs/...
33 views

### Choosing single lambda and alpha for prediction on independent dataset (Elastic Net)

I have two separate datasets, one of which I am using for training and testing, and the other I am keeping as an independent dataset. My goal is to ultimately train an optimal regression model with ...
• 315
1 vote
167 views

### Is there a way to write Elastic Net in expanded matrix form?

I am working through a regression problem for a matrix of data that isn't full rank and has more features than observations. For these reasons, I'd like to use elastic net because of its $L1$ and $L2$ ...
44 views

• 283