# Questions tagged [elastic-net]

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

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### 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 ...
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### 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
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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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1 vote
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### 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....
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### 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/...
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### 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 ...
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1 vote
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### 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 $L2$ ...
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### Is it correct to evaluate individual drivers with the AUC value?

I have a discussion with my supervisor about the usage of AUC to determine, basically, the importance of three different drivers consisting of multiple variables each. He claims I can look into the ...
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