% EXAMPLES OF REGULARIZATION %%%%%%%%%%%%%%%%%% LASSO %%%%%%%%%%%%%%%%%% load predictors; for i=1:100 T(i)=X(i,:)*[0 0 0 0 0 4*ones(1,6)]'+normrnd(0,0.5); end [B,FitInfo] = lasso(X,T,'CV',10,'Standardize', 0 , 'Alpha' ,1 ); ax = lassoPlot(B,FitInfo, 'PlotType', 'Lambda'); B(:,FitInfo.IndexMinMSE) FitInfo.MSE(FitInfo.IndexMinMSE) %%%%%%%%%%%%%%%%%% ELASTIC NET %%%%%%%%%%%%%%%%%% load predictors; for i=1:100 T(i)=X(i,:)*[0 0 0 0 0 4*ones(1,6)]'+normrnd(0,0.5); end [B1,FitInfo1] = lasso(X,T,'CV',10,'Standardize', 0 , 'Alpha' ,0.8); ax1 = lassoPlot(B1,FitInfo1); B1(:,FitInfo1.IndexMinMSE) FitInfo1.MSE(FitInfo1.IndexMinMSE)