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